-56.8%
TSLL vs FLEX
+439.3%
-496.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.6% | +4.1% | +5.3% |
| 7D | -21.2% | -19.3% | -1.9% | -7.3% |
| 30D | -13.3% | -41.5% | +28.2% | +26.7% |
| 3M | +15.4% | -43.1% | +58.5% | +69.6% |
| 6M | -34.2% | -48.2% | +14.0% | +4.0% |
| YTD | -52.9% | +15.5% | -68.4% | -67.5% |
| 1Y | -54.3% | +10.2% | -64.6% | -67.5% |
| 3Y | -18.4% | +256.8% | -275.2% | -79.0% |
| All | -56.8% | +439.3% | -496.1% | -92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 10y: compounded portfolio wealth divided by compounded FLEX 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…
10y analysis · Full analysis span regression · 6 months rolling