-48.9%
TSLL vs BROS
-34.1%
-14.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +6.6% | +4.3% | +9.3% |
| 7D | -14.3% | -17.9% | +3.6% | -9.9% |
| 30D | -6.2% | -5.4% | -0.8% | -2.5% |
| 3M | +21.2% | -32.1% | +53.3% | +30.1% |
| 6M | -36.6% | -31.7% | -4.9% | -32.5% |
| YTD | -47.8% | -41.2% | -6.6% | -46.4% |
| All | -48.9% | -34.1% | -14.9% | -48.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling