-23.4%
TSLL vs FITB
+23.7%
-47.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.2% | -11.7% | -11.8% |
| 7D | +1.9% | +0.6% | +1.3% | +1.6% |
| 30D | +17.8% | -4.7% | +22.5% | +19.9% |
| 3M | -37.0% | +6.7% | -43.7% | -37.7% |
| 6M | -37.7% | +12.6% | -50.2% | -40.6% |
| YTD | -51.4% | +19.1% | -70.5% | -54.2% |
| 1Y | -23.4% | +22.6% | -46.0% | -32.0% |
| All | -23.4% | +23.7% | -47.0% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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