-23.4%
TSLL vs BX
-15.8%
-7.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.1% | -10.7% | -11.1% |
| 7D | +1.9% | -4.4% | +6.3% | +5.0% |
| 30D | +17.8% | +0.1% | +17.7% | +18.4% |
| 3M | -37.0% | +16.0% | -53.0% | -41.7% |
| 6M | -37.7% | +21.6% | -59.3% | -43.3% |
| YTD | -51.4% | -8.9% | -42.5% | -48.2% |
| 1Y | -23.4% | -16.6% | -6.7% | -18.8% |
| All | -23.4% | -15.8% | -7.6% | -18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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