-54.3%
TSLL vs FGI
+46.9%
-101.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.8% | +9.4% | +8.7% |
| 7D | -21.2% | -7.0% | -14.3% | -20.9% |
| 30D | -13.3% | -4.2% | -9.1% | -13.2% |
| 3M | +15.4% | +55.6% | -40.2% | +6.1% |
| 6M | -34.2% | -3.2% | -31.1% | -37.7% |
| YTD | -52.9% | +29.1% | -82.0% | -59.9% |
| 1Y | -54.3% | +51.0% | -105.3% | -64.1% |
| All | -54.3% | +46.9% | -101.2% | -64.1% |
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