-35.3%
TSLL vs TER
+234.6%
-269.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +5.5% | -17.3% | -15.4% |
| 7D | +1.9% | +0.6% | +1.3% | +0.8% |
| 30D | +17.8% | -8.3% | +26.0% | +21.6% |
| 3M | -37.0% | -12.2% | -24.8% | -34.8% |
| 6M | -37.7% | +17.1% | -54.7% | -50.7% |
| YTD | -51.4% | +84.7% | -136.0% | -74.1% |
| 1Y | -23.4% | +199.9% | -223.3% | -73.9% |
| All | -35.3% | +234.6% | -269.9% | -83.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling