-35.3%
TSLL vs FERG
+50.3%
-85.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.3% | -14.2% | -14.1% |
| 7D | +1.9% | 0.0% | +1.9% | +1.6% |
| 30D | +17.8% | -10.2% | +27.9% | +30.2% |
| 3M | -37.0% | -0.6% | -36.4% | -37.4% |
| 6M | -37.7% | -6.5% | -31.1% | -34.4% |
| YTD | -51.4% | +4.2% | -55.5% | -54.3% |
| 1Y | -23.4% | -2.3% | -21.1% | -24.3% |
| All | -35.3% | +50.3% | -85.6% | -62.5% |
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