-51.7%
TSLL vs BROS
-20.5%
-31.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +2.0% |
| 7D | -11.0% | -19.0% | +8.0% | 0.0% |
| 30D | -5.3% | -7.3% | +2.0% | -0.9% |
| 3M | +20.8% | -31.2% | +52.0% | +45.1% |
| 6M | -36.0% | -33.0% | -2.9% | -25.0% |
| YTD | -47.3% | -42.4% | -4.9% | -35.0% |
| 1Y | -48.4% | -37.7% | -10.7% | -39.7% |
| 3Y | -5.4% | +28.2% | -33.6% | -24.6% |
| All | -51.7% | -20.5% | -31.2% | -53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling