+5.0%
TSLL vs BWA
-26.3%
+31.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -5.7% | -16.2% | -16.7% |
| 7D | -28.9% | -10.8% | -18.1% | -21.7% |
| 30D | -21.4% | -25.0% | +3.5% | -6.2% |
| 3M | +5.0% | -28.6% | +33.6% | +30.9% |
| All | +5.0% | -26.3% | +31.2% | +30.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling