-49.1%
TSLL vs BROS
-19.1%
-30.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +6.5% | -10.2% | -7.0% |
| 7D | +17.8% | +6.3% | +11.5% | +13.9% |
| 30D | +8.2% | -8.3% | +16.6% | +13.6% |
| 3M | +20.9% | -29.8% | +50.7% | +43.3% |
| 6M | -37.5% | -25.8% | -11.7% | -30.8% |
| YTD | -44.5% | -41.4% | -3.1% | -32.5% |
| 1Y | -33.0% | -35.2% | +2.2% | -23.8% |
| 3Y | -6.4% | +32.8% | -39.1% | -27.0% |
| All | -49.1% | -19.1% | -30.1% | -51.3% |
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