-36.9%
TSLL vs FIGR
-36.9%
0.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +8.7% | -0.1% | +6.2% |
| 7D | -21.2% | +5.3% | -26.5% | -21.9% |
| 30D | -13.3% | -17.9% | +4.6% | -8.7% |
| 3M | +15.4% | -20.5% | +35.9% | +22.6% |
| 6M | -34.2% | -40.2% | +6.0% | -25.6% |
| YTD | -52.9% | -44.4% | -8.5% | -50.4% |
| 1Y | -54.3% | -36.3% | -18.0% | -54.8% |
| All | -36.9% | -36.9% | 0.0% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling