-46.0%
TSLL vs FDX
+65.6%
-111.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.6% | -9.9% | -7.5% |
| 7D | -9.4% | +8.1% | -17.6% | -11.9% |
| 30D | +1.6% | +13.9% | -12.4% | -3.0% |
| 3M | +29.4% | +5.5% | +23.9% | +26.5% |
| 6M | -20.1% | +15.1% | -35.3% | -21.7% |
| YTD | -44.5% | +43.2% | -87.7% | -42.9% |
| 1Y | -46.0% | +65.0% | -111.1% | -38.0% |
| All | -46.0% | +65.6% | -111.6% | -38.0% |
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