-54.3%
TSLL vs FIVE
+55.9%
-110.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.4% | +9.0% | +8.7% |
| 7D | -21.2% | -0.3% | -20.9% | -20.8% |
| 30D | -13.3% | +17.7% | -31.0% | -15.0% |
| 3M | +15.4% | +4.0% | +11.4% | +14.4% |
| 6M | -34.2% | +2.6% | -36.8% | -33.1% |
| YTD | -52.9% | +27.6% | -80.5% | -57.1% |
| 1Y | -54.3% | +59.9% | -114.3% | -67.0% |
| All | -54.3% | +55.9% | -110.2% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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