-23.4%
TSLL vs BTSG
+152.4%
-175.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.1% | -10.7% | -11.3% |
| 7D | +1.9% | +2.7% | -0.8% | +0.6% |
| 30D | +17.8% | -3.6% | +21.4% | +19.6% |
| 3M | -37.0% | +5.8% | -42.8% | -41.6% |
| 6M | -37.7% | +44.7% | -82.4% | -52.0% |
| YTD | -51.4% | +62.2% | -113.5% | -65.3% |
| 1Y | -23.4% | +152.1% | -175.5% | -46.7% |
| All | -23.4% | +152.4% | -175.8% | -46.7% |
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