-23.4%
TSLL vs FIX
+128.3%
-151.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.9% | -13.8% | -12.9% |
| 7D | +1.9% | +6.0% | -4.1% | -1.5% |
| 30D | +17.8% | -7.2% | +25.0% | +21.7% |
| 3M | -37.0% | -15.9% | -21.2% | -31.0% |
| 6M | -37.7% | +12.7% | -50.4% | -41.3% |
| YTD | -51.4% | +72.8% | -124.2% | -62.0% |
| 1Y | -23.4% | +122.9% | -146.3% | -37.3% |
| All | -23.4% | +128.3% | -151.6% | -37.3% |
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