-44.0%
TSLL vs FIS
-52.2%
+8.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +6.7% | -0.9% | +5.7% |
| 7D | +0.5% | +1.5% | -1.0% | +0.4% |
| 30D | +2.7% | -11.8% | +14.5% | +4.1% |
| 3M | +26.3% | -28.5% | +54.8% | +25.5% |
| 6M | -37.2% | -27.0% | -10.1% | -37.5% |
| YTD | -44.2% | -53.1% | +8.9% | -34.5% |
| 1Y | -44.0% | -52.8% | +8.8% | -34.3% |
| All | -44.0% | -52.2% | +8.2% | -34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling