-6.4%
TSLL vs FERG
+69.1%
-75.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.3% | -4.3% |
| 7D | +17.8% | +9.7% | +8.1% | +7.6% |
| 30D | +8.2% | +15.0% | -6.8% | -5.0% |
| 3M | +20.9% | +3.8% | +17.1% | +16.5% |
| 6M | -37.5% | +10.6% | -48.1% | -43.7% |
| YTD | -44.5% | +17.0% | -61.5% | -53.3% |
| 1Y | -33.0% | +7.1% | -40.0% | -38.8% |
| 3Y | -6.4% | +67.7% | -74.1% | -48.4% |
| All | -6.4% | +69.1% | -75.5% | -48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling