-18.4%
TSLL vs FLR
+27.4%
-45.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.3% | +5.3% | +6.2% |
| 7D | -21.2% | -0.8% | -20.4% | -20.0% |
| 30D | -13.3% | -9.1% | -4.2% | -6.3% |
| 3M | +15.4% | -4.7% | +20.0% | +18.8% |
| 6M | -34.2% | -14.2% | -20.0% | -28.6% |
| YTD | -52.9% | +17.3% | -70.2% | -60.7% |
| 1Y | -54.3% | +4.3% | -58.6% | -58.0% |
| 3Y | -18.4% | +30.7% | -49.1% | -43.1% |
| All | -18.4% | +27.4% | -45.8% | -43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling