-49.1%
TSLL vs FDS
-17.5%
-31.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -3.9% |
| 7D | +17.8% | +1.5% | +16.4% | +17.0% |
| 30D | +8.2% | +14.8% | -6.6% | -0.3% |
| 3M | +20.9% | +16.3% | +4.6% | +10.0% |
| 6M | -37.5% | +66.2% | -103.7% | -58.0% |
| YTD | -44.5% | +16.2% | -60.7% | -49.8% |
| 1Y | -33.0% | +21.8% | -54.8% | -43.9% |
| 3Y | -6.4% | -23.9% | +17.5% | +43.4% |
| All | -49.1% | -17.5% | -31.6% | -29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling