-55.4%
TSLL vs FIS
-52.4%
-3.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.9% | -10.9% | -11.4% |
| 7D | +1.9% | +1.1% | +0.8% | +1.3% |
| 30D | +17.8% | -2.2% | +20.0% | +19.0% |
| 3M | -37.0% | +2.1% | -39.2% | -38.5% |
| 6M | -37.7% | -14.7% | -23.0% | -33.9% |
| YTD | -51.4% | -35.7% | -15.7% | -38.6% |
| 1Y | -23.4% | -37.1% | +13.7% | -2.6% |
| 3Y | -30.8% | -20.0% | -10.8% | -19.3% |
| All | -55.4% | -52.4% | -3.1% | -29.4% |
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