-49.1%
TSLL vs FICO
+43.2%
-92.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -3.2% | -3.1% | -5.1% |
| 7D | -9.4% | +0.4% | -9.8% | -9.5% |
| 30D | +1.6% | +1.7% | -0.1% | -1.5% |
| 3M | +29.4% | -33.0% | +62.4% | +47.9% |
| 6M | -20.1% | -33.9% | +13.7% | -13.5% |
| YTD | -44.5% | -58.5% | +14.0% | -23.1% |
| 1Y | -46.0% | -56.4% | +10.3% | -28.3% |
| 3Y | -4.3% | -24.7% | +20.4% | -13.5% |
| All | -49.1% | +43.2% | -92.4% | -65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling