-44.0%
TSLL vs BX
-12.1%
-31.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.4% | +6.2% | +6.1% |
| 7D | +0.5% | -2.8% | +3.3% | +3.0% |
| 30D | +2.7% | +7.3% | -4.7% | -1.5% |
| 3M | +26.3% | -16.3% | +42.6% | +43.6% |
| 6M | -37.2% | +2.5% | -39.7% | -37.1% |
| YTD | -44.2% | -17.6% | -26.7% | -34.0% |
| 1Y | -44.0% | -12.4% | -31.6% | -39.0% |
| All | -44.0% | -12.1% | -31.9% | -39.0% |
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