-60.9%
TSLL vs FGI
+51.0%
-111.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | 0.0% | -21.9% | -21.9% |
| 7D | -28.9% | -11.6% | -17.3% | -28.3% |
| 30D | -21.4% | -3.3% | -18.1% | -21.4% |
| 3M | +5.0% | +65.6% | -60.6% | -4.1% |
| 6M | -36.6% | -2.8% | -33.8% | -39.9% |
| YTD | -56.6% | +30.1% | -86.8% | -63.2% |
| 1Y | -60.9% | +50.2% | -111.0% | -70.6% |
| All | -60.9% | +51.0% | -111.8% | -70.6% |
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