-48.9%
TSLL vs TER
+30.8%
-79.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +12.7% | -1.8% | +4.6% |
| 7D | -14.3% | -5.8% | -8.6% | -11.1% |
| 30D | -6.2% | -38.9% | +32.8% | +17.9% |
| 3M | +21.2% | -35.1% | +56.3% | +45.2% |
| 6M | -36.6% | -31.6% | -5.0% | -26.5% |
| YTD | -47.8% | +27.2% | -75.0% | -57.1% |
| All | -48.9% | +30.8% | -79.8% | -60.6% |
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