-60.9%
TSLL vs FIX
+0.4%
-61.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -11.6% | -10.3% | -14.4% |
| 7D | -28.9% | -27.2% | -1.6% | -13.2% |
| 30D | -21.4% | -46.9% | +25.5% | +16.8% |
| 3M | +5.0% | -44.4% | +49.4% | +48.9% |
| 6M | -36.6% | -50.9% | +14.3% | -2.1% |
| YTD | -56.6% | +3.5% | -60.2% | -60.9% |
| 1Y | -60.9% | -2.1% | -58.8% | -63.0% |
| All | -60.9% | +0.4% | -61.2% | -63.0% |
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