-49.1%
TSLL vs FISV
-39.0%
-10.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.7% | -7.4% | -5.2% |
| 7D | +17.8% | +1.4% | +16.4% | +17.0% |
| 30D | +8.2% | +38.4% | -30.2% | -7.0% |
| 3M | +20.9% | +14.9% | +5.9% | +12.5% |
| 6M | -37.5% | +21.8% | -59.3% | -44.9% |
| YTD | -44.5% | -5.0% | -39.5% | -44.5% |
| 1Y | -33.0% | -1.2% | -31.8% | -34.5% |
| 3Y | -6.4% | -47.5% | +41.2% | -0.3% |
| All | -49.1% | -39.0% | -10.2% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling