-52.1%
TSLL vs FLR
+107.1%
-159.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +8.3% | +2.6% | +5.3% |
| 7D | -14.3% | +8.5% | -22.8% | -18.1% |
| 30D | -6.2% | -0.7% | -5.5% | -4.8% |
| 3M | +21.2% | -11.7% | +32.9% | +32.4% |
| 6M | -36.6% | +16.2% | -52.8% | -42.6% |
| YTD | -47.8% | +27.0% | -74.8% | -57.5% |
| 1Y | -45.2% | +10.1% | -55.3% | -50.4% |
| 3Y | -3.3% | +46.2% | -49.4% | -32.5% |
| All | -52.1% | +107.1% | -159.3% | -71.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling