-54.3%
TSLL vs BUD
+36.0%
-90.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.5% | +10.1% | +8.3% |
| 7D | -21.2% | +4.5% | -25.7% | -20.6% |
| 30D | -13.3% | +12.5% | -25.8% | -12.8% |
| 3M | +15.4% | 0.0% | +15.4% | +15.0% |
| 6M | -34.2% | +3.8% | -38.0% | -34.1% |
| YTD | -52.9% | +33.1% | -86.0% | -51.4% |
| 1Y | -54.3% | +35.5% | -89.8% | -53.8% |
| All | -54.3% | +36.0% | -90.3% | -53.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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