-23.4%
TSLL vs FDX
+80.8%
-104.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.6% | -11.3% | -11.5% |
| 7D | +1.9% | -2.5% | +4.4% | +3.3% |
| 30D | +17.8% | +3.8% | +14.0% | +15.0% |
| 3M | -37.0% | -1.3% | -35.7% | -36.5% |
| 6M | -37.7% | +5.0% | -42.7% | -39.8% |
| YTD | -51.4% | +39.6% | -91.0% | -58.7% |
| 1Y | -23.4% | +81.1% | -104.5% | -43.1% |
| All | -23.4% | +80.8% | -104.2% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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