-35.3%
TSLL vs FICO
+4.8%
-40.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -16.7% | +4.8% | -4.8% |
| 7D | +1.9% | -19.2% | +21.1% | +11.4% |
| 30D | +17.8% | -14.6% | +32.4% | +26.2% |
| 3M | -37.0% | -20.1% | -16.9% | -33.3% |
| 6M | -37.7% | -36.3% | -1.4% | -27.4% |
| YTD | -51.4% | -44.9% | -6.5% | -38.1% |
| 1Y | -23.4% | -38.6% | +15.3% | -15.4% |
| All | -35.3% | +4.8% | -40.1% | -44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling