-56.8%
TSLL vs FE
+42.7%
-99.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.4% | +10.1% | +8.9% |
| 7D | -21.2% | -1.0% | -20.2% | -21.1% |
| 30D | -13.3% | +4.1% | -17.5% | -14.0% |
| 3M | +15.4% | -1.0% | +16.4% | +15.5% |
| 6M | -34.2% | +4.0% | -38.2% | -35.5% |
| YTD | -52.9% | +6.8% | -59.7% | -54.6% |
| 1Y | -54.3% | +5.3% | -59.6% | -55.7% |
| 3Y | -18.4% | +44.6% | -63.0% | -36.4% |
| All | -56.8% | +42.7% | -99.6% | -67.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling