-33.0%
TSLL vs FLEX
+20.5%
-53.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.0% | +0.3% | -1.8% |
| 7D | +17.8% | +7.5% | +10.4% | +14.0% |
| 30D | +8.2% | -25.3% | +33.5% | +22.8% |
| 3M | +20.9% | -39.7% | +60.5% | +49.5% |
| 6M | -37.5% | -47.9% | +10.4% | -17.3% |
| YTD | -44.5% | +24.1% | -68.6% | -46.0% |
| 1Y | -33.0% | +26.0% | -58.9% | -35.4% |
| All | -33.0% | +20.5% | -53.5% | -35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling