-49.1%
TSLL vs FIS
-66.0%
+16.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +4.2% | -7.9% | -5.5% |
| 7D | +17.8% | +2.8% | +15.0% | +16.0% |
| 30D | +8.2% | -16.7% | +25.0% | +14.3% |
| 3M | +20.9% | -32.3% | +53.2% | +40.1% |
| 6M | -37.5% | -29.1% | -8.4% | -30.5% |
| YTD | -44.5% | -54.1% | +9.6% | -20.8% |
| 1Y | -33.0% | -53.7% | +20.8% | -5.1% |
| 3Y | -6.4% | -38.8% | +32.5% | +19.4% |
| All | -49.1% | -66.0% | +16.9% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling