-47.2%
TSLL vs ASX
+598.2%
-645.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.0% | +7.4% | +7.1% |
| 7D | +33.0% | +22.1% | +10.9% | +10.5% |
| 30D | +7.7% | -23.8% | +31.5% | +36.5% |
| 3M | +34.7% | -7.6% | +42.3% | +40.0% |
| 6M | -31.5% | +6.9% | -38.4% | -39.2% |
| YTD | -42.4% | +127.7% | -170.0% | -77.2% |
| 1Y | -39.7% | +144.5% | -184.2% | -78.1% |
| 3Y | +3.4% | +377.8% | -374.4% | -81.0% |
| All | -47.2% | +598.2% | -645.4% | -93.0% |
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