-55.4%
TSLL vs BUD
+58.2%
-113.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.2% | -12.0% | -11.9% |
| 7D | +1.9% | +0.3% | +1.6% | +1.7% |
| 30D | +17.8% | -5.7% | +23.4% | +20.7% |
| 3M | -37.0% | +3.1% | -40.1% | -38.3% |
| 6M | -37.7% | +7.9% | -45.5% | -40.5% |
| YTD | -51.4% | +27.3% | -78.7% | -57.8% |
| 1Y | -23.4% | +37.8% | -61.2% | -36.9% |
| 3Y | -30.8% | +49.8% | -80.6% | -47.2% |
| All | -55.4% | +58.2% | -113.6% | -66.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling