-60.3%
TSLL vs FIX
+847.4%
-907.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -11.6% | -10.3% | -13.8% |
| 7D | -28.9% | -27.2% | -1.6% | -11.5% |
| 30D | -21.4% | -46.9% | +25.5% | +21.1% |
| 3M | +5.0% | -44.4% | +49.4% | +53.8% |
| 6M | -36.6% | -50.9% | +14.3% | +1.7% |
| YTD | -56.6% | +3.5% | -60.2% | -60.6% |
| 1Y | -60.9% | -2.1% | -58.8% | -62.8% |
| 3Y | -25.2% | +418.7% | -444.0% | -79.1% |
| All | -60.3% | +847.4% | -907.7% | -92.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling