-52.1%
TSLL vs BROS
-18.8%
-33.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +6.6% | +4.3% | +7.5% |
| 7D | -14.3% | -17.9% | +3.6% | -4.4% |
| 30D | -6.2% | -5.4% | -0.8% | -2.8% |
| 3M | +21.2% | -32.1% | +53.3% | +46.5% |
| 6M | -36.6% | -31.7% | -4.9% | -26.5% |
| YTD | -47.8% | -41.2% | -6.6% | -36.3% |
| 1Y | -45.2% | -32.6% | -12.6% | -38.7% |
| 3Y | -3.3% | +32.7% | -35.9% | -24.3% |
| All | -52.1% | -18.8% | -33.3% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BROS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling