-46.0%
TSLL vs FIGR
-41.8%
-4.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +4.2% | -10.5% | -7.3% |
| 7D | -9.4% | -1.3% | -8.1% | -9.3% |
| 30D | +1.6% | -17.6% | +19.2% | +5.9% |
| 3M | +29.4% | -16.7% | +46.1% | +35.0% |
| 6M | -20.1% | -36.1% | +16.0% | -12.4% |
| YTD | -44.5% | -43.6% | -0.9% | -43.2% |
| 1Y | -46.0% | -39.8% | -6.2% | -46.9% |
| All | -46.0% | -41.8% | -4.2% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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