-35.3%
TSLL vs FIVE
+50.0%
-85.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +5.1% | -17.0% | -13.9% |
| 7D | +1.9% | +4.3% | -2.4% | -0.1% |
| 30D | +17.8% | +12.5% | +5.3% | +11.6% |
| 3M | -37.0% | +31.2% | -68.2% | -44.2% |
| 6M | -37.7% | +14.4% | -52.0% | -42.3% |
| YTD | -51.4% | +33.9% | -85.3% | -58.2% |
| 1Y | -23.4% | +65.1% | -88.4% | -39.9% |
| All | -35.3% | +50.0% | -85.4% | -59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling