-46.0%
TSLL vs BTSG
+111.7%
-157.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.1% | -6.3% | -6.3% |
| 7D | -9.4% | +17.4% | -26.8% | -16.1% |
| 30D | +1.6% | +12.6% | -11.0% | -4.0% |
| 3M | +29.4% | +11.2% | +18.2% | +22.5% |
| 6M | -20.1% | +30.4% | -50.5% | -34.0% |
| YTD | -44.5% | +86.4% | -130.9% | -64.2% |
| 1Y | -46.0% | +117.9% | -163.9% | -70.1% |
| All | -46.0% | +111.7% | -157.7% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 1y: compounded portfolio wealth divided by compounded BTSG 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…
1y analysis · Full analysis span regression · 6 months rolling