-60.3%
TSLL vs FLEX
+415.7%
-476.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -13.6% | -8.3% | -11.9% |
| 7D | -28.9% | -28.3% | -0.6% | -9.1% |
| 30D | -21.4% | -45.0% | +23.6% | +20.0% |
| 3M | +5.0% | -45.2% | +50.2% | +58.5% |
| 6M | -36.6% | -30.8% | -5.8% | -25.9% |
| YTD | -56.6% | +10.4% | -67.1% | -69.1% |
| 1Y | -60.9% | +2.3% | -63.1% | -70.3% |
| 3Y | -25.2% | +238.9% | -264.1% | -80.0% |
| All | -60.3% | +415.7% | -476.0% | -92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling