-44.0%
TSLL vs FDS
+27.2%
-71.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.7% | +3.1% | +6.0% |
| 7D | +0.5% | -2.1% | +2.6% | +0.3% |
| 30D | +2.7% | +16.0% | -13.3% | +3.7% |
| 3M | +26.3% | +18.8% | +7.5% | +28.2% |
| 6M | -37.2% | +54.1% | -91.3% | -35.1% |
| YTD | -44.2% | +17.0% | -61.2% | -44.3% |
| 1Y | -44.0% | +25.5% | -69.5% | -38.0% |
| All | -44.0% | +27.2% | -71.2% | -38.0% |
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