+29.4%
TSLL vs TER
-35.4%
+64.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -6.8% | +0.5% | -4.0% |
| 7D | -9.4% | -19.9% | +10.4% | -2.6% |
| 30D | +1.6% | -43.5% | +45.1% | +17.0% |
| 3M | +29.4% | -37.8% | +67.2% | +50.8% |
| All | +29.4% | -35.4% | +64.8% | +50.8% |
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