-60.3%
TSLL vs BROS
-22.1%
-38.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -21.4% | -0.5% | -10.9% |
| 7D | -28.9% | -21.4% | -7.5% | -18.9% |
| 30D | -21.4% | -11.5% | -9.9% | -16.1% |
| 3M | +5.0% | -47.4% | +52.3% | +42.6% |
| 6M | -36.6% | -39.5% | +3.0% | -22.1% |
| YTD | -56.6% | -43.5% | -13.1% | -46.0% |
| 1Y | -60.9% | -37.8% | -23.1% | -54.2% |
| 3Y | -25.2% | +30.5% | -55.7% | -41.1% |
| All | -60.3% | -22.1% | -38.2% | -61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling