-3.3%
TSLL vs FLEX
+300.7%
-303.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +12.0% | -1.1% | +2.2% |
| 7D | -14.3% | -7.2% | -7.1% | -9.1% |
| 30D | -6.2% | -34.8% | +28.6% | +25.9% |
| 3M | +21.2% | -35.6% | +56.8% | +61.7% |
| 6M | -36.6% | -45.0% | +8.4% | -4.6% |
| YTD | -47.8% | +29.4% | -77.1% | -67.4% |
| 1Y | -45.2% | +24.8% | -70.0% | -65.2% |
| 3Y | -3.3% | +304.4% | -307.7% | -75.4% |
| All | -3.3% | +300.7% | -303.9% | -75.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling