-51.7%
TSLL vs FDS
-19.2%
-32.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -11.0% | -2.0% | -9.0% | -10.4% |
| 30D | -5.3% | +13.5% | -18.8% | -12.3% |
| 3M | +20.8% | +15.2% | +5.7% | +10.5% |
| 6M | -36.0% | +47.0% | -83.0% | -53.1% |
| YTD | -47.3% | +13.9% | -61.2% | -51.9% |
| 1Y | -48.4% | +25.2% | -73.6% | -59.1% |
| 3Y | -5.4% | -25.3% | +19.9% | +46.1% |
| All | -51.7% | -19.2% | -32.5% | -32.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling