-60.3%
TSLL vs FIVE
+71.2%
-131.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -4.3% | -17.6% | -20.1% |
| 7D | -28.9% | -1.7% | -27.2% | -28.2% |
| 30D | -21.4% | +14.9% | -36.4% | -25.9% |
| 3M | +5.0% | +7.6% | -2.6% | +0.8% |
| 6M | -36.6% | +6.4% | -43.0% | -39.7% |
| YTD | -56.6% | +28.1% | -84.7% | -62.5% |
| 1Y | -60.9% | +54.7% | -115.6% | -69.0% |
| 3Y | -25.2% | +36.1% | -61.3% | -45.1% |
| All | -60.3% | +71.2% | -131.4% | -77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling