-25.3%
TSLL vs FIGR
-32.8%
+7.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.6% | +2.1% | +4.7% |
| 7D | +0.5% | +5.1% | -4.6% | -0.3% |
| 30D | +2.7% | -15.0% | +17.7% | +7.1% |
| 3M | +26.3% | -13.1% | +39.4% | +31.0% |
| 6M | -37.2% | -37.9% | +0.7% | -29.8% |
| YTD | -44.2% | -40.8% | -3.5% | -42.2% |
| 1Y | -44.0% | -33.1% | -10.8% | -45.2% |
| All | -25.3% | -32.8% | +7.5% | -24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling