-56.8%
TSLL vs BTDR
-41.0%
-15.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +13.3% | -4.6% | +5.0% |
| 7D | -21.2% | -10.4% | -10.9% | -18.7% |
| 30D | -13.3% | -42.2% | +28.9% | +0.2% |
| 3M | +15.4% | -42.8% | +58.2% | +32.0% |
| 6M | -34.2% | -60.2% | +25.9% | -18.9% |
| YTD | -52.9% | -46.3% | -6.6% | -47.5% |
| 1Y | -54.3% | -71.7% | +17.3% | -41.6% |
| 3Y | -18.4% | +54.6% | -73.0% | -21.7% |
| All | -56.8% | -41.0% | -15.9% | -61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling