-56.8%
TSLL vs FLUT
-19.8%
-37.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.5% | +10.2% | +9.5% |
| 7D | -21.2% | -1.1% | -20.1% | -21.0% |
| 30D | -13.3% | +7.7% | -21.0% | -17.9% |
| 3M | +15.4% | -12.2% | +27.5% | +21.7% |
| 6M | -34.2% | -17.6% | -16.7% | -31.7% |
| YTD | -52.9% | -62.0% | +9.1% | -17.8% |
| 1Y | -54.3% | -62.3% | +7.9% | -20.2% |
| 3Y | -18.4% | -52.0% | +33.6% | +40.2% |
| All | -56.8% | -19.8% | -37.1% | -35.0% |
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