-44.0%
TSLL vs BWA
+14.3%
-58.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.6% | +4.2% | +4.7% |
| 7D | +0.5% | +1.7% | -1.2% | +0.3% |
| 30D | +2.7% | -14.6% | +17.3% | +13.0% |
| 3M | +26.3% | -26.2% | +52.5% | +50.4% |
| 6M | -37.2% | -18.4% | -18.8% | -26.9% |
| YTD | -44.2% | +14.7% | -58.9% | -39.7% |
| 1Y | -44.0% | +13.3% | -57.3% | -38.8% |
| All | -44.0% | +14.3% | -58.2% | -38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling