-39.7%
TSLL vs FIS
-55.3%
+15.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -6.1% | +9.5% | +3.3% |
| 7D | +33.0% | -3.5% | +36.5% | +32.8% |
| 30D | +7.7% | -19.4% | +27.1% | +8.9% |
| 3M | +34.7% | -31.6% | +66.3% | +34.2% |
| 6M | -31.5% | -32.5% | +1.0% | -31.7% |
| YTD | -42.4% | -56.0% | +13.6% | -32.3% |
| 1Y | -39.7% | -55.5% | +15.9% | -29.2% |
| All | -39.7% | -55.3% | +15.6% | -29.2% |
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