-20.8%
TSLL vs BTG
+29.7%
-50.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -2.9% | +10.7% | +9.1% |
| 7D | +5.8% | +4.8% | +1.0% | +3.8% |
| 30D | +21.7% | +8.3% | +13.4% | +17.3% |
| 3M | -28.2% | +32.3% | -60.5% | -37.1% |
| 6M | -29.5% | +3.0% | -32.4% | -32.2% |
| YTD | -47.5% | +21.9% | -69.5% | -53.3% |
| 1Y | -20.8% | +28.2% | -49.0% | -38.2% |
| All | -20.8% | +29.7% | -50.5% | -38.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling