-37.7%
TSLL vs FDS
+37.6%
-75.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -3.5% | -8.3% | -12.2% |
| 7D | +1.9% | -1.9% | +3.8% | +1.7% |
| 30D | +17.8% | +9.0% | +8.7% | +19.6% |
| 3M | -37.0% | +18.9% | -55.9% | -35.3% |
| 6M | -37.7% | +35.1% | -72.8% | -33.6% |
| All | -37.7% | +37.6% | -75.3% | -33.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling