-60.3%
TSLL vs FLUT
-18.5%
-41.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +1.4% | -23.3% | -22.7% |
| 7D | -28.9% | +4.8% | -33.7% | -31.0% |
| 30D | -21.4% | +8.8% | -30.2% | -26.0% |
| 3M | +5.0% | -10.7% | +15.7% | +9.8% |
| 6M | -36.6% | -19.7% | -16.9% | -32.8% |
| YTD | -56.6% | -61.4% | +4.8% | -24.9% |
| 1Y | -60.9% | -61.6% | +0.8% | -32.2% |
| 3Y | -25.2% | -51.4% | +26.2% | +27.7% |
| All | -60.3% | -18.5% | -41.8% | -40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling