-55.4%
TSLL vs FLUT
-1.7%
-53.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.2% | -9.7% | -10.6% |
| 7D | +1.9% | -1.6% | +3.5% | +2.9% |
| 30D | +17.8% | +7.7% | +10.0% | +12.2% |
| 3M | -37.0% | -0.7% | -36.3% | -38.9% |
| 6M | -37.7% | -11.2% | -26.5% | -36.4% |
| YTD | -51.4% | -53.4% | +2.1% | -23.2% |
| 1Y | -23.4% | -65.8% | +42.4% | +50.1% |
| 3Y | -30.8% | -44.9% | +14.2% | +9.8% |
| All | -55.4% | -1.7% | -53.7% | -39.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling