-52.1%
TSLL vs TER
+156.3%
-208.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +12.7% | -1.8% | +2.1% |
| 7D | -14.3% | -5.8% | -8.6% | -9.7% |
| 30D | -6.2% | -38.9% | +32.8% | +31.6% |
| 3M | +21.2% | -35.1% | +56.3% | +57.1% |
| 6M | -36.6% | -31.6% | -5.0% | -23.6% |
| YTD | -47.8% | +27.2% | -75.0% | -65.8% |
| 1Y | -45.2% | +35.2% | -80.4% | -66.0% |
| 3Y | -3.3% | +192.8% | -196.1% | -73.7% |
| All | -52.1% | +156.3% | -208.4% | -85.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling