-51.7%
TSLL vs TER
+155.6%
-207.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.2% | +1.1% |
| 7D | -11.0% | -8.9% | -2.1% | -4.0% |
| 30D | -5.3% | -39.1% | +33.8% | +33.0% |
| 3M | +20.8% | -32.8% | +53.6% | +52.9% |
| 6M | -36.0% | -31.7% | -4.3% | -22.7% |
| YTD | -47.3% | +26.9% | -74.2% | -65.4% |
| 1Y | -48.4% | +33.6% | -82.0% | -67.7% |
| 3Y | -5.4% | +181.5% | -187.0% | -73.3% |
| All | -51.7% | +155.6% | -207.3% | -85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling