-60.3%
TSLL vs FDX
+88.4%
-148.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -3.8% | -18.1% | -18.8% |
| 7D | -28.9% | +2.9% | -31.8% | -30.2% |
| 30D | -21.4% | +9.6% | -31.0% | -26.7% |
| 3M | +5.0% | +2.4% | +2.6% | +2.5% |
| 6M | -36.6% | +9.2% | -45.8% | -40.8% |
| YTD | -56.6% | +37.7% | -94.4% | -67.9% |
| 1Y | -60.9% | +56.1% | -117.0% | -74.3% |
| 3Y | -25.2% | +68.9% | -94.2% | -53.4% |
| All | -60.3% | +88.4% | -148.7% | -76.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling