-47.2%
TSLL vs FLR
+103.8%
-151.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.2% | +5.5% | +4.8% |
| 7D | +33.0% | +10.1% | +22.9% | +24.9% |
| 30D | +7.7% | -0.5% | +8.2% | +9.1% |
| 3M | +34.7% | -4.8% | +39.6% | +40.7% |
| 6M | -31.5% | +10.7% | -42.2% | -35.9% |
| YTD | -42.4% | +25.0% | -67.3% | -52.6% |
| 1Y | -39.7% | +8.3% | -48.0% | -44.8% |
| 3Y | +3.4% | +36.8% | -33.4% | -25.3% |
| All | -47.2% | +103.8% | -151.0% | -67.8% |
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