-18.4%
TSLL vs BTI
+143.0%
-161.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -3.5% | +12.1% | +8.6% |
| 7D | -21.2% | -1.0% | -20.2% | -21.3% |
| 30D | -13.3% | +13.0% | -26.3% | -13.9% |
| 3M | +15.4% | +5.3% | +10.1% | +15.1% |
| 6M | -34.2% | +5.3% | -39.5% | -34.3% |
| YTD | -52.9% | +12.4% | -65.3% | -53.5% |
| 1Y | -54.3% | +18.9% | -73.3% | -55.3% |
| 3Y | -18.4% | +144.0% | -162.4% | -46.1% |
| All | -18.4% | +143.0% | -161.4% | -46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling