+30.6%
TSLL vs BTSG
+505.2%
-474.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.6% | +5.7% |
| 7D | +0.5% | +4.0% | -3.6% | -1.2% |
| 30D | +2.7% | +15.3% | -12.6% | -6.7% |
| 3M | +26.3% | +25.4% | +0.8% | +7.1% |
| 6M | -37.2% | +31.9% | -69.0% | -50.4% |
| YTD | -44.2% | +93.9% | -138.1% | -67.9% |
| 1Y | -44.0% | +114.2% | -158.1% | -70.1% |
| All | +30.6% | +505.2% | -474.6% | -66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling