-49.1%
TSLL vs FLR
+101.6%
-150.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.1% | -2.6% | -3.0% |
| 7D | +17.8% | +5.4% | +12.5% | +13.9% |
| 30D | +8.2% | +2.8% | +5.4% | +7.3% |
| 3M | +20.9% | -6.4% | +27.3% | +27.7% |
| 6M | -37.5% | +8.8% | -46.3% | -40.9% |
| YTD | -44.5% | +23.6% | -68.1% | -54.0% |
| 1Y | -33.0% | +13.8% | -46.8% | -41.0% |
| 3Y | -6.4% | +36.5% | -42.8% | -32.1% |
| All | -49.1% | +101.6% | -150.7% | -68.7% |
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