-20.8%
TSLL vs FERG
-3.2%
-17.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.9% | +8.8% | +8.4% |
| 7D | +5.8% | +3.4% | +2.4% | +3.4% |
| 30D | +21.7% | -11.5% | +33.2% | +31.0% |
| 3M | -28.2% | +1.3% | -29.5% | -28.9% |
| 6M | -29.5% | -1.0% | -28.5% | -29.7% |
| YTD | -47.5% | +3.2% | -50.8% | -47.8% |
| 1Y | -20.8% | -3.0% | -17.8% | -17.6% |
| All | -20.8% | -3.2% | -17.6% | -17.6% |
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