-52.1%
TSLL vs FDS
-19.0%
-33.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.4% | +11.3% | +11.1% |
| 7D | -14.3% | -5.0% | -9.4% | -12.4% |
| 30D | -6.2% | +13.8% | -19.9% | -13.2% |
| 3M | +21.2% | +14.8% | +6.3% | +11.0% |
| 6M | -36.6% | +47.4% | -84.0% | -53.6% |
| YTD | -47.8% | +14.2% | -61.9% | -52.4% |
| 1Y | -45.2% | +26.6% | -71.9% | -57.0% |
| 3Y | -3.3% | -24.4% | +21.2% | +47.6% |
| All | -52.1% | -19.0% | -33.1% | -33.2% |
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 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