-6.4%
TSLL vs BTG
+82.1%
-88.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -3.4% |
| 7D | +17.8% | -9.1% | +26.9% | +20.8% |
| 30D | +8.2% | -1.6% | +9.8% | +7.9% |
| 3M | +20.9% | -2.8% | +23.7% | +20.9% |
| 6M | -37.5% | -7.6% | -29.9% | -37.2% |
| YTD | -44.5% | +10.2% | -54.7% | -46.8% |
| 1Y | -33.0% | +21.3% | -54.2% | -36.9% |
| 3Y | -6.4% | +82.7% | -89.1% | -20.2% |
| All | -6.4% | +82.1% | -88.4% | -20.2% |
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 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