-55.4%
TSLL vs BROS
+5.0%
-60.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.7% | -12.6% | -12.2% |
| 7D | +1.9% | -6.7% | +8.6% | +5.1% |
| 30D | +17.8% | -29.1% | +46.8% | +37.5% |
| 3M | -37.0% | -16.7% | -20.3% | -33.2% |
| 6M | -37.7% | -11.6% | -26.1% | -37.5% |
| YTD | -51.4% | -23.9% | -27.5% | -47.9% |
| 1Y | -23.4% | -34.8% | +11.4% | -12.0% |
| 3Y | -30.8% | +62.1% | -92.9% | -51.2% |
| All | -55.4% | +5.0% | -60.4% | -62.5% |
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