-51.7%
TSLL vs BWA
+58.7%
-110.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +2.5% |
| 7D | -11.0% | -2.4% | -8.6% | -8.0% |
| 30D | -5.3% | -17.7% | +12.4% | +11.8% |
| 3M | +20.8% | -27.0% | +47.8% | +55.5% |
| 6M | -36.0% | -17.3% | -18.7% | -24.0% |
| YTD | -47.3% | +12.9% | -60.1% | -53.7% |
| 1Y | -48.4% | +12.9% | -61.3% | -54.9% |
| 3Y | -5.4% | +62.1% | -67.5% | -41.4% |
| All | -51.7% | +58.7% | -110.4% | -72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling