-60.3%
TSLL vs FICO
+44.5%
-104.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +0.9% | -22.8% | -22.2% |
| 7D | -28.9% | -0.3% | -28.6% | -28.8% |
| 30D | -21.4% | +1.7% | -23.2% | -23.9% |
| 3M | +5.0% | -35.2% | +40.2% | +21.9% |
| 6M | -36.6% | -33.7% | -2.9% | -31.4% |
| YTD | -56.6% | -58.2% | +1.5% | -40.2% |
| 1Y | -60.9% | -56.6% | -4.3% | -47.8% |
| 3Y | -25.2% | -24.0% | -1.3% | -32.8% |
| All | -60.3% | +44.5% | -104.8% | -73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling