-46.0%
TSLL vs FISV
-4.0%
-42.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +6.2% | -12.6% | -6.3% |
| 7D | -9.4% | +29.6% | -39.1% | -10.0% |
| 30D | +1.6% | +34.5% | -32.9% | +0.3% |
| 3M | +29.4% | +11.2% | +18.2% | +30.0% |
| 6M | -20.1% | -1.2% | -18.9% | -13.7% |
| YTD | -44.5% | -7.6% | -36.9% | -38.1% |
| 1Y | -46.0% | -3.7% | -42.3% | -41.4% |
| All | -46.0% | -4.0% | -42.0% | -41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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