+5.0%
TSLL vs FIS
-32.3%
+37.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -1.2% | -20.6% | -21.7% |
| 7D | -28.9% | -21.2% | -7.7% | -25.6% |
| 30D | -21.4% | -12.1% | -9.4% | -17.8% |
| 3M | +5.0% | -30.6% | +35.6% | +14.7% |
| All | +5.0% | -32.3% | +37.2% | +14.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling