-35.3%
TSLL vs FLR
+58.4%
-93.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.3% | -9.5% | -10.2% |
| 7D | +1.9% | +5.4% | -3.5% | -1.7% |
| 30D | +17.8% | +11.4% | +6.4% | +7.7% |
| 3M | -37.0% | +11.4% | -48.4% | -42.3% |
| 6M | -37.7% | +16.6% | -54.3% | -46.8% |
| YTD | -51.4% | +41.7% | -93.1% | -64.8% |
| 1Y | -23.4% | +35.4% | -58.8% | -42.5% |
| All | -35.3% | +58.4% | -93.7% | -63.0% |
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