-46.0%
TSLL vs BX
-8.3%
-37.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +6.2% | -12.6% | -9.7% |
| 7D | -9.4% | +8.3% | -17.7% | -13.7% |
| 30D | +1.6% | +13.5% | -12.0% | -6.6% |
| 3M | +29.4% | -7.6% | +37.0% | +37.1% |
| 6M | -20.1% | +4.0% | -24.2% | -21.3% |
| YTD | -44.5% | -15.2% | -29.3% | -36.5% |
| 1Y | -46.0% | -8.5% | -37.5% | -43.1% |
| All | -46.0% | -8.3% | -37.7% | -43.1% |
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