-23.4%
TSLL vs FLR
+31.2%
-54.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.3% | -9.5% | -10.5% |
| 7D | +1.9% | +5.4% | -3.5% | -0.9% |
| 30D | +17.8% | +11.4% | +6.4% | +10.0% |
| 3M | -37.0% | +11.4% | -48.4% | -41.3% |
| 6M | -37.7% | +16.6% | -54.3% | -45.6% |
| YTD | -51.4% | +41.7% | -93.1% | -63.6% |
| 1Y | -23.4% | +35.4% | -58.8% | -37.6% |
| All | -23.4% | +31.2% | -54.6% | -37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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