-60.3%
TSLL vs BUD
+67.7%
-128.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +1.8% | -23.7% | -22.6% |
| 7D | -28.9% | +7.1% | -36.0% | -30.9% |
| 30D | -21.4% | +12.7% | -34.1% | -25.8% |
| 3M | +5.0% | 0.0% | +5.0% | +4.2% |
| 6M | -36.6% | +7.6% | -44.2% | -39.4% |
| YTD | -56.6% | +35.0% | -91.7% | -63.6% |
| 1Y | -60.9% | +37.6% | -98.4% | -67.6% |
| 3Y | -25.2% | +51.5% | -76.8% | -42.5% |
| All | -60.3% | +67.7% | -128.0% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling