-55.4%
TSLL vs FDX
+91.1%
-146.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.6% | -11.3% | -11.4% |
| 7D | +1.9% | -2.5% | +4.4% | +4.2% |
| 30D | +17.8% | +3.8% | +14.0% | +13.9% |
| 3M | -37.0% | -1.3% | -35.7% | -35.9% |
| 6M | -37.7% | +5.0% | -42.7% | -40.8% |
| YTD | -51.4% | +39.6% | -91.0% | -64.4% |
| 1Y | -23.4% | +81.1% | -104.5% | -55.7% |
| 3Y | -30.8% | +63.0% | -93.8% | -56.0% |
| All | -55.4% | +91.1% | -146.5% | -73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling