-24.9%
TSLL vs FE
+44.7%
-69.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -0.2% | -21.7% | -21.9% |
| 7D | -28.9% | +0.6% | -29.5% | -28.8% |
| 30D | -21.4% | +6.4% | -27.9% | -20.2% |
| 3M | +5.0% | -0.5% | +5.4% | +5.1% |
| 6M | -36.6% | +4.7% | -41.3% | -36.0% |
| YTD | -56.6% | +8.4% | -65.0% | -56.2% |
| 1Y | -60.9% | +7.2% | -68.1% | -60.4% |
| All | -24.9% | +44.7% | -69.6% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 3y: compounded portfolio wealth divided by compounded FE 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…
3y analysis · Full analysis span regression · 6 months rolling