-36.6%
TSLL vs FE
+2.8%
-39.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -0.2% | -21.7% | -22.1% |
| 7D | -28.9% | +0.6% | -29.5% | -28.4% |
| 30D | -21.4% | +6.4% | -27.9% | -14.1% |
| 3M | +5.0% | -0.5% | +5.4% | +3.3% |
| 6M | -36.6% | +4.7% | -41.3% | -33.0% |
| All | -36.6% | +2.8% | -39.4% | -33.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling