-48.9%
TSLL vs BTDR
-71.2%
+22.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +9.9% | +1.0% | +7.2% |
| 7D | -14.3% | +7.1% | -21.4% | -16.0% |
| 30D | -6.2% | -31.4% | +25.2% | +6.6% |
| 3M | +21.2% | -39.2% | +60.4% | +40.6% |
| 6M | -36.6% | -50.9% | +14.3% | -22.1% |
| YTD | -47.8% | -41.0% | -6.7% | -42.7% |
| All | -48.9% | -71.2% | +22.3% | -31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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