-6.4%
TSLL vs FLEX
+281.5%
-287.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.0% | +0.3% | -0.8% |
| 7D | +17.8% | +7.5% | +10.4% | +11.9% |
| 30D | +8.2% | -25.3% | +33.5% | +31.9% |
| 3M | +20.9% | -39.7% | +60.5% | +69.4% |
| 6M | -37.5% | -47.9% | +10.4% | -2.5% |
| YTD | -44.5% | +24.1% | -68.6% | -64.3% |
| 1Y | -33.0% | +26.0% | -58.9% | -58.8% |
| 3Y | -6.4% | +282.7% | -289.1% | -75.4% |
| All | -6.4% | +281.5% | -287.9% | -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