-46.0%
TSLL vs FERG
+3.8%
-49.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.7% | -9.0% | -8.1% |
| 7D | -9.4% | +7.7% | -17.1% | -14.0% |
| 30D | +1.6% | +11.5% | -9.9% | -6.1% |
| 3M | +29.4% | -2.4% | +31.8% | +31.7% |
| 6M | -20.1% | -4.0% | -16.2% | -17.5% |
| YTD | -44.5% | +13.4% | -57.9% | -50.0% |
| 1Y | -46.0% | +3.1% | -49.1% | -48.7% |
| All | -46.0% | +3.8% | -49.8% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 1y: compounded portfolio wealth divided by compounded FERG 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…
1y analysis · Full analysis span regression · 6 months rolling