-60.3%
TSLL vs TER
+121.6%
-181.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -15.2% | -6.7% | -11.5% |
| 7D | -28.9% | -28.2% | -0.7% | -10.3% |
| 30D | -21.4% | -50.6% | +29.1% | +27.0% |
| 3M | +5.0% | -45.3% | +50.3% | +52.9% |
| 6M | -36.6% | -40.4% | +3.8% | -16.7% |
| YTD | -56.6% | +10.0% | -66.7% | -68.7% |
| 1Y | -60.9% | +13.6% | -74.5% | -72.5% |
| 3Y | -25.2% | +145.2% | -170.4% | -76.8% |
| All | -60.3% | +121.6% | -181.9% | -86.9% |
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