-23.4%
TSLL vs TER
+203.7%
-227.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +5.4% | -17.3% | -14.2% |
| 7D | +1.9% | +0.6% | +1.3% | +1.2% |
| 30D | +17.8% | -8.3% | +26.1% | +20.6% |
| 3M | -37.0% | -12.2% | -24.8% | -35.0% |
| 6M | -37.7% | +17.0% | -54.7% | -45.0% |
| YTD | -51.4% | +84.6% | -136.0% | -64.7% |
| 1Y | -23.4% | +199.8% | -223.2% | -46.2% |
| All | -23.4% | +203.7% | -227.1% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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