-56.8%
TSLL vs FDX
+83.3%
-140.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.7% | +11.4% | +10.9% |
| 7D | -21.2% | -1.6% | -19.6% | -19.9% |
| 30D | -13.3% | +6.6% | -19.9% | -17.5% |
| 3M | +15.4% | -2.1% | +17.5% | +16.6% |
| 6M | -34.2% | +2.2% | -36.4% | -35.4% |
| YTD | -52.9% | +33.9% | -86.8% | -64.4% |
| 1Y | -54.3% | +50.2% | -104.6% | -69.1% |
| 3Y | -18.4% | +65.5% | -83.9% | -48.3% |
| All | -56.8% | +83.3% | -140.1% | -74.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling