-48.9%
TSLL vs FN
-20.4%
-28.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +11.9% | -1.0% | +6.5% |
| 7D | -14.3% | +16.3% | -30.6% | -18.3% |
| 30D | -6.2% | -24.7% | +18.6% | +2.4% |
| 3M | +21.2% | -34.9% | +56.1% | +36.0% |
| 6M | -36.6% | -41.1% | +4.5% | -26.2% |
| YTD | -47.8% | -19.6% | -28.1% | -46.4% |
| All | -48.9% | -20.4% | -28.5% | -50.2% |
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