-56.8%
TSLL vs FERG
+108.7%
-165.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.8% | +9.5% | +9.4% |
| 7D | -21.2% | -2.1% | -19.1% | -19.0% |
| 30D | -13.3% | +8.7% | -22.0% | -19.3% |
| 3M | +15.4% | -7.4% | +22.8% | +23.7% |
| 6M | -34.2% | -6.6% | -27.6% | -30.4% |
| YTD | -52.9% | +6.6% | -59.5% | -56.3% |
| 1Y | -54.3% | -3.6% | -50.8% | -53.6% |
| 3Y | -18.4% | +56.4% | -74.8% | -49.6% |
| All | -56.8% | +108.7% | -165.6% | -77.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling