-23.4%
TSLL vs FISV
-61.2%
+37.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.5% | -12.4% | -11.9% |
| 7D | +1.9% | -0.3% | +2.2% | +1.9% |
| 30D | +17.8% | -2.1% | +19.8% | +17.8% |
| 3M | -37.0% | -5.7% | -31.3% | -36.6% |
| 6M | -37.7% | -15.3% | -22.3% | -36.4% |
| YTD | -51.4% | -21.1% | -30.3% | -50.0% |
| 1Y | -23.4% | -61.1% | +37.7% | -13.1% |
| All | -23.4% | -61.2% | +37.8% | -13.1% |
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