-46.0%
TSLL vs FIX
+14.3%
-60.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -15.1% | +8.8% | +2.8% |
| 7D | -9.4% | -18.9% | +9.5% | +1.9% |
| 30D | +1.6% | -36.3% | +37.9% | +32.6% |
| 3M | +29.4% | -38.5% | +67.9% | +70.6% |
| 6M | -20.1% | -42.3% | +22.1% | +9.9% |
| YTD | -44.5% | +17.1% | -61.6% | -55.1% |
| 1Y | -46.0% | +14.4% | -60.4% | -56.1% |
| All | -46.0% | +14.3% | -60.3% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 FIX 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