+5.0%
TSLL vs TER
-47.1%
+52.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -15.2% | -6.7% | -14.0% |
| 7D | -28.9% | -28.2% | -0.7% | -17.4% |
| 30D | -21.4% | -50.6% | +29.1% | -1.4% |
| 3M | +5.0% | -45.3% | +50.3% | +34.0% |
| All | +5.0% | -47.1% | +52.1% | +34.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling