-33.3%
TSLL vs BTG
+105.8%
-139.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.4% | -10.4% | -11.4% |
| 7D | +1.9% | -0.9% | +2.8% | +2.2% |
| 30D | +17.8% | +36.8% | -19.1% | +7.2% |
| 3M | -37.0% | +23.1% | -60.1% | -40.9% |
| 6M | -37.7% | +3.5% | -41.1% | -39.5% |
| YTD | -51.4% | +25.5% | -76.9% | -54.7% |
| 1Y | -23.4% | +40.1% | -63.5% | -30.5% |
| All | -33.3% | +105.8% | -139.0% | -47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling