-48.9%
TSLL vs FRSH
-21.9%
-27.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.7% | +4.1% | +4.8% |
| 7D | +0.5% | -8.9% | +9.4% | +6.4% |
| 30D | +2.7% | -13.2% | +15.9% | +11.1% |
| 3M | +26.3% | +0.9% | +25.4% | +24.3% |
| 6M | -37.2% | +40.3% | -77.5% | -51.5% |
| YTD | -44.2% | -1.4% | -42.8% | -47.3% |
| 1Y | -44.0% | +3.8% | -47.7% | -49.3% |
| 3Y | 0.0% | -30.8% | +30.8% | +14.6% |
| All | -48.9% | -21.9% | -27.0% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 10y: compounded portfolio wealth divided by compounded FRSH 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…
10y analysis · Full analysis span regression · 6 months rolling