-56.8%
TSLL vs BWA
+53.6%
-110.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.7% | +5.9% | +6.5% |
| 7D | -21.2% | -5.5% | -15.8% | -16.6% |
| 30D | -13.3% | -21.7% | +8.4% | +6.4% |
| 3M | +15.4% | -25.6% | +41.0% | +46.1% |
| 6M | -34.2% | -17.4% | -16.8% | -21.8% |
| YTD | -52.9% | +9.2% | -62.1% | -57.6% |
| 1Y | -54.3% | +9.7% | -64.1% | -59.2% |
| 3Y | -18.4% | +54.6% | -73.0% | -47.7% |
| All | -56.8% | +53.6% | -110.4% | -74.7% |
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