-35.3%
TSLL vs BWA
+71.5%
-106.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.8% | -14.6% | -14.1% |
| 7D | +1.9% | +5.7% | -3.8% | -2.9% |
| 30D | +17.8% | +1.4% | +16.4% | +16.2% |
| 3M | -37.0% | -12.1% | -24.9% | -29.7% |
| 6M | -37.7% | +28.6% | -66.2% | -47.7% |
| YTD | -51.4% | +51.1% | -102.5% | -66.4% |
| 1Y | -23.4% | +55.9% | -79.2% | -49.3% |
| All | -35.3% | +71.5% | -106.8% | -69.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling