-51.9%
TSLL vs FERG
+102.1%
-154.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.9% | +8.8% | +8.7% |
| 7D | +5.8% | +3.4% | +2.4% | +2.2% |
| 30D | +21.7% | -11.5% | +33.2% | +35.7% |
| 3M | -28.2% | +1.3% | -29.5% | -29.9% |
| 6M | -29.5% | -1.0% | -28.5% | -29.9% |
| YTD | -47.5% | +3.2% | -50.8% | -50.0% |
| 1Y | -20.8% | -3.0% | -17.8% | -21.1% |
| 3Y | -26.7% | +55.0% | -81.8% | -54.3% |
| All | -51.9% | +102.1% | -154.0% | -74.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling