-55.4%
TSLL vs BTI
+87.5%
-142.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.1% | -10.7% | -11.7% |
| 7D | +1.9% | -1.4% | +3.3% | +2.2% |
| 30D | +17.8% | -6.6% | +24.4% | +19.1% |
| 3M | -37.0% | -3.0% | -34.0% | -36.9% |
| 6M | -37.7% | -6.7% | -31.0% | -37.1% |
| YTD | -51.4% | +0.6% | -51.9% | -51.9% |
| 1Y | -23.4% | +5.6% | -29.0% | -25.2% |
| 3Y | -30.8% | +110.3% | -141.1% | -51.4% |
| All | -55.4% | +87.5% | -142.9% | -65.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling