-52.1%
TSLL vs ASX
+561.0%
-613.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +8.6% | +2.3% | +2.9% |
| 7D | -14.3% | -12.3% | -2.0% | -2.5% |
| 30D | -6.2% | -26.0% | +19.8% | +22.5% |
| 3M | +21.2% | -8.1% | +29.3% | +26.7% |
| 6M | -36.6% | +1.4% | -38.0% | -40.5% |
| YTD | -47.8% | +115.6% | -163.3% | -78.2% |
| 1Y | -45.2% | +128.0% | -173.3% | -78.6% |
| 3Y | -3.3% | +371.4% | -374.7% | -81.9% |
| All | -52.1% | +561.0% | -613.2% | -93.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 10y: compounded portfolio wealth divided by compounded ASX 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…
10y analysis · Full analysis span regression · 6 months rolling