+10.3%
TSLL vs BTSG
+459.6%
-449.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.0% | +6.7% | +7.3% |
| 7D | -21.2% | +0.4% | -21.6% | -20.8% |
| 30D | -13.3% | +5.3% | -18.6% | -16.2% |
| 3M | +15.4% | +10.8% | +4.6% | +6.3% |
| 6M | -34.2% | +27.3% | -61.6% | -46.9% |
| YTD | -52.9% | +79.3% | -132.2% | -71.4% |
| 1Y | -54.3% | +106.0% | -160.3% | -75.1% |
| All | +10.3% | +459.6% | -449.3% | -69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling