-35.3%
TSLL vs FE
+49.5%
-84.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.6% | -11.3% | -12.0% |
| 7D | +1.9% | +1.9% | 0.0% | +2.3% |
| 30D | +17.8% | -1.2% | +18.9% | +17.6% |
| 3M | -37.0% | +3.5% | -40.5% | -36.8% |
| 6M | -37.7% | -6.1% | -31.6% | -37.5% |
| YTD | -51.4% | +7.6% | -59.0% | -51.2% |
| 1Y | -23.4% | +11.9% | -35.3% | -23.0% |
| All | -35.3% | +49.5% | -84.8% | -39.9% |
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