-56.8%
TSLL vs FISV
-39.8%
-17.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.2% | +8.4% | +8.6% |
| 7D | -21.2% | +25.7% | -46.9% | -28.9% |
| 30D | -13.3% | +38.8% | -52.1% | -25.5% |
| 3M | +15.4% | +16.2% | -0.8% | +6.8% |
| 6M | -34.2% | +12.1% | -46.3% | -39.7% |
| YTD | -52.9% | -6.4% | -46.5% | -52.6% |
| 1Y | -54.3% | +2.0% | -56.4% | -56.3% |
| 3Y | -18.4% | -47.4% | +29.1% | -14.1% |
| All | -56.8% | -39.8% | -17.0% | -60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling