-18.4%
TSLL vs BTDR
+47.8%
-66.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +13.3% | -4.6% | +4.1% |
| 7D | -21.2% | -10.4% | -10.9% | -18.1% |
| 30D | -13.3% | -42.2% | +28.9% | +3.8% |
| 3M | +15.4% | -42.8% | +58.2% | +36.1% |
| 6M | -34.2% | -60.2% | +25.9% | -15.0% |
| YTD | -52.9% | -46.3% | -6.6% | -46.7% |
| 1Y | -54.3% | -71.7% | +17.3% | -38.2% |
| 3Y | -18.4% | +54.6% | -73.0% | -29.4% |
| All | -18.4% | +47.8% | -66.2% | -29.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling