-23.4%
TSLL vs FN
+17.1%
-40.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +3.1% | -15.0% | -12.9% |
| 7D | +1.9% | -1.7% | +3.6% | +2.4% |
| 30D | +17.8% | -22.0% | +39.7% | +25.6% |
| 3M | -37.0% | -43.0% | +6.0% | -24.7% |
| 6M | -37.7% | -27.7% | -9.9% | -32.2% |
| YTD | -51.4% | -10.5% | -40.9% | -52.4% |
| 1Y | -23.4% | +12.5% | -35.9% | -32.5% |
| All | -23.4% | +17.1% | -40.4% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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