-23.4%
TSLL vs FIG
-56.9%
+33.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -4.4% | -7.5% | -11.3% |
| 7D | +1.9% | -16.3% | +18.2% | +4.3% |
| 30D | +17.8% | -14.3% | +32.1% | +19.6% |
| 3M | -37.0% | +7.2% | -44.2% | -38.0% |
| 6M | -37.7% | -18.6% | -19.0% | -35.9% |
| YTD | -51.4% | -35.5% | -15.9% | -46.6% |
| 1Y | -23.4% | -55.8% | +32.4% | -0.5% |
| All | -23.4% | -56.9% | +33.5% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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