-52.1%
TSLL vs BWA
+61.8%
-114.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +5.4% | +5.5% | +6.5% |
| 7D | -14.3% | -0.6% | -13.7% | -12.7% |
| 30D | -6.2% | -16.1% | +9.9% | +9.1% |
| 3M | +21.2% | -24.6% | +45.8% | +52.0% |
| 6M | -36.6% | -15.7% | -20.9% | -25.9% |
| YTD | -47.8% | +15.1% | -62.8% | -54.8% |
| 1Y | -45.2% | +15.9% | -61.1% | -53.1% |
| 3Y | -3.3% | +67.1% | -70.3% | -41.3% |
| All | -52.1% | +61.8% | -114.0% | -73.1% |
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