-23.4%
TSLL vs FGI
+81.8%
-105.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +7.5% | -19.4% | -12.3% |
| 7D | +1.9% | +0.5% | +1.4% | +1.8% |
| 30D | +17.8% | +65.4% | -47.6% | +9.8% |
| 3M | -37.0% | +23.5% | -60.5% | -40.4% |
| 6M | -37.7% | +60.5% | -98.2% | -44.6% |
| YTD | -51.4% | +30.0% | -81.4% | -56.1% |
| 1Y | -23.4% | +82.1% | -105.4% | -32.8% |
| All | -23.4% | +81.8% | -105.2% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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