-56.8%
TSLL vs TER
+127.3%
-184.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.6% | +6.1% | +6.9% |
| 7D | -21.2% | -20.5% | -0.8% | -7.0% |
| 30D | -13.3% | -47.0% | +33.7% | +34.0% |
| 3M | +15.4% | -43.3% | +58.7% | +64.0% |
| 6M | -34.2% | -42.9% | +8.7% | -10.6% |
| YTD | -52.9% | +12.9% | -65.8% | -66.5% |
| 1Y | -54.3% | +18.2% | -72.5% | -68.8% |
| 3Y | -18.4% | +151.8% | -170.2% | -75.1% |
| All | -56.8% | +127.3% | -184.2% | -86.0% |
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