-56.8%
TSLL vs BTG
+80.2%
-137.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.5% | +6.2% | +8.1% |
| 7D | -21.2% | +17.4% | -38.6% | -24.6% |
| 30D | -13.3% | +8.0% | -21.3% | -15.3% |
| 3M | +15.4% | +32.5% | -17.1% | +6.7% |
| 6M | -34.2% | +21.6% | -55.8% | -37.6% |
| YTD | -52.9% | +21.2% | -74.1% | -55.5% |
| 1Y | -54.3% | +43.9% | -98.2% | -57.9% |
| 3Y | -18.4% | +78.6% | -97.0% | -30.2% |
| All | -56.8% | +80.2% | -137.1% | -64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling