-51.7%
TSLL vs FLR
+107.6%
-159.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -11.0% | +5.1% | -16.1% | -13.0% |
| 30D | -5.3% | -0.5% | -4.8% | -4.0% |
| 3M | +20.8% | -3.5% | +24.3% | +25.1% |
| 6M | -36.0% | +16.5% | -52.5% | -42.1% |
| YTD | -47.3% | +27.3% | -74.6% | -57.1% |
| 1Y | -48.4% | +10.6% | -59.1% | -53.5% |
| 3Y | -5.4% | +39.4% | -44.8% | -32.5% |
| All | -51.7% | +107.6% | -159.3% | -70.9% |
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