-52.1%
TSLL vs FERG
+132.1%
-184.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +11.2% | -0.3% | +0.5% |
| 7D | -14.3% | +7.3% | -21.6% | -19.1% |
| 30D | -6.2% | +18.1% | -24.3% | -19.2% |
| 3M | +21.2% | +1.6% | +19.5% | +19.1% |
| 6M | -36.6% | +8.5% | -45.1% | -41.5% |
| YTD | -47.8% | +18.6% | -66.3% | -56.1% |
| 1Y | -45.2% | +5.7% | -50.9% | -48.7% |
| 3Y | -3.3% | +74.0% | -77.3% | -45.9% |
| All | -52.1% | +132.1% | -184.3% | -77.8% |
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