-24.9%
TSLL vs FDS
-20.2%
-4.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -0.5% | -21.4% | -21.7% |
| 7D | -28.9% | +6.4% | -35.3% | -30.4% |
| 30D | -21.4% | +25.2% | -46.6% | -28.1% |
| 3M | +5.0% | +22.9% | -17.9% | -3.3% |
| 6M | -36.6% | +56.5% | -93.1% | -50.7% |
| YTD | -56.6% | +19.0% | -75.6% | -57.9% |
| 1Y | -60.9% | +32.7% | -93.6% | -67.4% |
| All | -24.9% | -20.2% | -4.7% | +32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling