-54.3%
TSLL vs FIX
+3.4%
-57.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.4% | +3.2% | +5.1% |
| 7D | -21.2% | -17.5% | -3.8% | -11.1% |
| 30D | -13.3% | -41.6% | +28.3% | +21.0% |
| 3M | +15.4% | -40.6% | +56.0% | +56.3% |
| 6M | -34.2% | -49.4% | +15.1% | -0.8% |
| YTD | -52.9% | +9.2% | -62.1% | -58.4% |
| 1Y | -54.3% | +6.5% | -60.8% | -59.5% |
| All | -54.3% | +3.4% | -57.7% | -59.5% |
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