-46.0%
TSLL vs TER
+42.7%
-88.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -6.8% | +0.5% | -3.2% |
| 7D | -9.4% | -19.9% | +10.4% | -0.1% |
| 30D | +1.6% | -43.5% | +45.1% | +31.3% |
| 3M | +29.4% | -37.8% | +67.2% | +57.3% |
| 6M | -20.1% | -25.6% | +5.4% | -12.0% |
| YTD | -44.5% | +29.8% | -74.3% | -58.0% |
| 1Y | -46.0% | +43.2% | -89.2% | -63.9% |
| All | -46.0% | +42.7% | -88.7% | -63.9% |
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