-34.2%
TSLL vs FLR
-12.3%
-21.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.3% | +5.3% | +6.7% |
| 7D | -21.2% | -0.8% | -20.4% | -20.2% |
| 30D | -13.3% | -9.1% | -4.2% | -8.7% |
| 3M | +15.4% | -4.7% | +20.0% | +18.8% |
| 6M | -34.2% | -14.2% | -20.0% | -33.3% |
| All | -34.2% | -12.3% | -21.9% | -33.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling