-48.9%
TSLL vs FIVE
+63.1%
-112.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +5.6% | +5.3% | +9.6% |
| 7D | -14.3% | +6.2% | -20.5% | -15.0% |
| 30D | -6.2% | +18.2% | -24.3% | -8.5% |
| 3M | +21.2% | +3.8% | +17.3% | +20.1% |
| 6M | -36.6% | +13.7% | -50.3% | -37.4% |
| YTD | -47.8% | +34.7% | -82.5% | -53.5% |
| All | -48.9% | +63.1% | -112.1% | -64.1% |
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