-55.4%
TSLL vs TER
+271.9%
-327.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +5.5% | -17.3% | -15.6% |
| 7D | +1.9% | +0.6% | +1.3% | +0.7% |
| 30D | +17.8% | -8.3% | +26.0% | +21.8% |
| 3M | -37.0% | -12.2% | -24.8% | -34.9% |
| 6M | -37.7% | +17.1% | -54.7% | -51.6% |
| YTD | -51.4% | +84.7% | -136.0% | -75.0% |
| 1Y | -23.4% | +199.9% | -223.3% | -75.2% |
| 3Y | -30.8% | +232.8% | -263.5% | -81.3% |
| All | -55.4% | +271.9% | -327.4% | -89.6% |
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