-60.3%
TSLL vs FN
+204.7%
-264.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -14.2% | -7.6% | -15.0% |
| 7D | -28.9% | -16.0% | -12.9% | -22.7% |
| 30D | -21.4% | -40.1% | +18.7% | -0.2% |
| 3M | +5.0% | -43.9% | +48.9% | +33.0% |
| 6M | -36.6% | -55.6% | +19.1% | -10.9% |
| YTD | -56.6% | -35.7% | -21.0% | -53.1% |
| 1Y | -60.9% | -39.8% | -21.0% | -56.3% |
| 3Y | -25.2% | +80.3% | -105.5% | -54.5% |
| All | -60.3% | +204.7% | -264.9% | -80.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling