-56.8%
TSLL vs FLR
+91.3%
-148.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.3% | +5.3% | +6.4% |
| 7D | -21.2% | -0.8% | -20.4% | -20.1% |
| 30D | -13.3% | -9.1% | -4.2% | -6.8% |
| 3M | +15.4% | -4.7% | +20.0% | +18.8% |
| 6M | -34.2% | -14.2% | -20.0% | -28.9% |
| YTD | -52.9% | +17.3% | -70.2% | -59.6% |
| 1Y | -54.3% | +4.3% | -58.6% | -57.3% |
| 3Y | -18.4% | +30.7% | -49.1% | -39.1% |
| All | -56.8% | +91.3% | -148.1% | -72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling