-19.3%
TSLL vs FIG
-78.3%
+59.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -16.7% | -5.2% | -19.7% |
| 7D | -28.9% | -17.4% | -11.5% | -26.9% |
| 30D | -21.4% | -15.9% | -5.5% | -19.6% |
| 3M | +5.0% | -34.5% | +39.5% | +9.7% |
| 6M | -36.6% | -5.0% | -31.5% | -37.8% |
| YTD | -56.6% | -50.7% | -6.0% | -53.4% |
| 1Y | -60.9% | -58.1% | -2.8% | -57.0% |
| All | -19.3% | -78.3% | +59.0% | -5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling