+3.3%
TSLL vs FIG
-77.1%
+80.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.8% | -6.5% | -4.1% |
| 7D | +17.8% | +3.4% | +14.4% | +17.3% |
| 30D | +8.2% | -9.5% | +17.7% | +9.8% |
| 3M | +20.9% | -26.2% | +47.1% | +25.0% |
| 6M | -37.5% | +2.7% | -40.2% | -39.4% |
| YTD | -44.5% | -48.0% | +3.5% | -40.7% |
| 1Y | -33.0% | -52.0% | +19.1% | -27.7% |
| All | +3.3% | -77.1% | +80.4% | +20.2% |
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