-56.8%
TSLL vs FIVE
+70.5%
-127.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.4% | +9.0% | +8.8% |
| 7D | -21.2% | -0.3% | -20.9% | -21.0% |
| 30D | -13.3% | +17.7% | -31.0% | -19.0% |
| 3M | +15.4% | +4.0% | +11.4% | +12.5% |
| 6M | -34.2% | +2.6% | -36.8% | -36.4% |
| YTD | -52.9% | +27.6% | -80.5% | -59.2% |
| 1Y | -54.3% | +59.9% | -114.3% | -64.5% |
| 3Y | -18.4% | +35.8% | -54.1% | -40.0% |
| All | -56.8% | +70.5% | -127.3% | -75.0% |
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