-48.9%
TSLL vs FDS
-17.0%
-31.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.7% | +3.1% | +4.5% |
| 7D | +0.5% | -2.1% | +2.6% | +1.4% |
| 30D | +2.7% | +16.0% | -13.3% | -5.9% |
| 3M | +26.3% | +18.8% | +7.5% | +13.8% |
| 6M | -37.2% | +54.1% | -91.3% | -55.3% |
| YTD | -44.2% | +17.0% | -61.2% | -49.7% |
| 1Y | -44.0% | +25.5% | -69.5% | -54.7% |
| 3Y | 0.0% | -23.3% | +23.3% | +52.6% |
| All | -48.9% | -17.0% | -31.9% | -29.5% |
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