-55.4%
TSLL vs FLEX
+746.4%
-801.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.5% | -13.4% | -13.0% |
| 7D | +1.9% | -0.9% | +2.8% | +2.5% |
| 30D | +17.8% | -10.1% | +27.9% | +26.2% |
| 3M | -37.0% | -31.3% | -5.7% | -17.2% |
| 6M | -37.7% | +71.3% | -108.9% | -65.8% |
| YTD | -51.4% | +81.2% | -132.6% | -75.4% |
| 1Y | -23.4% | +98.5% | -121.9% | -65.4% |
| 3Y | -30.8% | +428.2% | -459.0% | -86.2% |
| All | -55.4% | +746.4% | -801.8% | -94.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling