-55.4%
TSLL vs ASX
+621.7%
-677.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.2% | -12.1% | -12.1% |
| 7D | +1.9% | -0.7% | +2.6% | +2.3% |
| 30D | +17.8% | +2.0% | +15.8% | +14.1% |
| 3M | -37.0% | -1.3% | -35.7% | -37.3% |
| 6M | -37.7% | +71.4% | -109.1% | -65.0% |
| YTD | -51.4% | +135.3% | -186.7% | -80.9% |
| 1Y | -23.4% | +267.5% | -290.8% | -82.1% |
| 3Y | -30.8% | +388.5% | -419.3% | -87.2% |
| All | -55.4% | +621.7% | -677.1% | -94.1% |
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