-46.0%
TSLL vs FLUT
-63.1%
+17.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.3% | -4.0% | -6.0% |
| 7D | -9.4% | +4.2% | -13.6% | -9.9% |
| 30D | +1.6% | +8.0% | -6.4% | +0.3% |
| 3M | +29.4% | -22.1% | +51.5% | +33.5% |
| 6M | -20.1% | -21.7% | +1.5% | -17.9% |
| YTD | -44.5% | -62.0% | +17.5% | -24.5% |
| 1Y | -46.0% | -63.2% | +17.2% | -25.2% |
| All | -46.0% | -63.1% | +17.1% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 1y: compounded portfolio wealth divided by compounded FLUT 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…
1y analysis · Full analysis span regression · 6 months rolling