-56.8%
TSLL vs FIS
-67.0%
+10.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.2% | +10.9% | +9.6% |
| 7D | -21.2% | -25.5% | +4.3% | -11.7% |
| 30D | -13.3% | -15.1% | +1.7% | -9.2% |
| 3M | +15.4% | -32.1% | +47.5% | +34.0% |
| 6M | -34.2% | -36.1% | +1.8% | -23.0% |
| YTD | -52.9% | -55.4% | +2.5% | -31.7% |
| 1Y | -54.3% | -53.9% | -0.5% | -35.3% |
| 3Y | -18.4% | -39.8% | +21.4% | +5.2% |
| All | -56.8% | -67.0% | +10.1% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 10y: compounded portfolio wealth divided by compounded FIS 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…
10y analysis · Full analysis span regression · 6 months rolling