-35.3%
TSLL vs FIS
-19.7%
-15.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.9% | -10.9% | -11.3% |
| 7D | +1.9% | +1.1% | +0.8% | +1.3% |
| 30D | +17.8% | -2.2% | +20.0% | +19.2% |
| 3M | -37.0% | +2.1% | -39.2% | -38.8% |
| 6M | -37.7% | -14.7% | -23.0% | -32.7% |
| YTD | -51.4% | -35.7% | -15.7% | -32.8% |
| 1Y | -23.4% | -37.1% | +13.7% | +6.9% |
| All | -35.3% | -19.7% | -15.6% | -26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling