-54.3%
TSLL vs TER
+16.5%
-70.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.6% | +6.1% | +7.4% |
| 7D | -21.2% | -20.5% | -0.8% | -11.3% |
| 30D | -13.3% | -47.0% | +33.7% | +16.9% |
| 3M | +15.4% | -43.3% | +58.7% | +47.8% |
| 6M | -34.2% | -42.9% | +8.7% | -17.5% |
| YTD | -52.9% | +12.9% | -65.8% | -59.7% |
| 1Y | -54.3% | +18.2% | -72.5% | -63.4% |
| All | -54.3% | +16.5% | -70.8% | -63.4% |
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