-49.1%
TSLL vs FITB
+86.1%
-135.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -4.8% |
| 7D | +17.8% | +2.8% | +15.1% | +14.8% |
| 30D | +8.2% | +9.8% | -1.5% | -0.7% |
| 3M | +20.9% | -5.2% | +26.0% | +27.2% |
| 6M | -37.5% | +17.3% | -54.8% | -46.5% |
| YTD | -44.5% | +19.3% | -63.8% | -54.9% |
| 1Y | -33.0% | +32.7% | -65.7% | -51.6% |
| 3Y | -6.4% | +141.6% | -148.0% | -55.1% |
| All | -49.1% | +86.1% | -135.2% | -68.5% |
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