-46.0%
TSLL vs FDS
+31.1%
-77.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.9% | -9.2% | -6.1% |
| 7D | -9.4% | +9.4% | -18.9% | -8.6% |
| 30D | +1.6% | +23.8% | -22.2% | +3.2% |
| 3M | +29.4% | +25.1% | +4.3% | +32.3% |
| 6M | -20.1% | +53.8% | -73.9% | -16.9% |
| YTD | -44.5% | +19.6% | -64.1% | -44.8% |
| 1Y | -46.0% | +31.6% | -77.7% | -37.9% |
| All | -46.0% | +31.1% | -77.1% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling