-52.1%
TSLL vs FITB
+85.6%
-137.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.5% | +8.4% | +8.4% |
| 7D | -14.3% | -1.1% | -13.2% | -12.9% |
| 30D | -6.2% | +7.3% | -13.5% | -11.9% |
| 3M | +21.2% | -4.0% | +25.2% | +26.1% |
| 6M | -36.6% | +11.9% | -48.5% | -43.3% |
| YTD | -47.8% | +19.0% | -66.8% | -57.4% |
| 1Y | -45.2% | +31.0% | -76.3% | -59.8% |
| 3Y | -3.3% | +143.8% | -147.0% | -53.8% |
| All | -52.1% | +85.6% | -137.7% | -70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling