-47.2%
TSLL vs BTG
+65.5%
-112.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.2% | +7.6% | +4.4% |
| 7D | +33.0% | -5.9% | +38.8% | +34.8% |
| 30D | +7.7% | -5.0% | +12.7% | +8.4% |
| 3M | +34.7% | -4.5% | +39.2% | +35.3% |
| 6M | -31.5% | -7.0% | -24.5% | -31.3% |
| YTD | -42.4% | +11.4% | -53.7% | -44.5% |
| 1Y | -39.7% | +20.1% | -59.8% | -42.6% |
| 3Y | +3.4% | +81.5% | -78.1% | -10.7% |
| All | -47.2% | +65.5% | -112.7% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling