-48.4%
TSLL vs FLUT
-63.4%
+15.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | -11.0% | -1.5% | -9.6% | -10.9% |
| 30D | -5.3% | +3.4% | -8.7% | -5.9% |
| 3M | +20.8% | -12.5% | +33.3% | +23.2% |
| 6M | -36.0% | -18.5% | -17.5% | -35.0% |
| YTD | -47.3% | -61.6% | +14.3% | -24.8% |
| 1Y | -48.4% | -64.1% | +15.7% | -23.4% |
| All | -48.4% | -63.4% | +15.0% | -23.4% |
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