-48.9%
TSLL vs BTI
+110.1%
-159.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.4% | +5.4% | +5.8% |
| 7D | +0.5% | -3.0% | +3.5% | +0.7% |
| 30D | +2.7% | +9.8% | -7.1% | +1.0% |
| 3M | +26.3% | +9.2% | +17.1% | +24.2% |
| 6M | -37.2% | +4.0% | -41.2% | -37.7% |
| YTD | -44.2% | +12.7% | -56.9% | -46.0% |
| 1Y | -44.0% | +15.9% | -59.9% | -46.1% |
| 3Y | 0.0% | +148.9% | -148.9% | -32.9% |
| All | -48.9% | +110.1% | -159.0% | -60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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