-55.4%
TSLL vs FN
+323.7%
-379.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +3.1% | -15.0% | -13.4% |
| 7D | +1.9% | -1.7% | +3.6% | +2.5% |
| 30D | +17.8% | -22.0% | +39.7% | +29.0% |
| 3M | -37.0% | -43.0% | +6.0% | -19.7% |
| 6M | -37.7% | -27.7% | -9.9% | -32.1% |
| YTD | -51.4% | -10.5% | -40.9% | -54.5% |
| 1Y | -23.4% | +12.5% | -35.9% | -37.6% |
| 3Y | -30.8% | +153.8% | -184.6% | -63.6% |
| All | -55.4% | +323.7% | -379.1% | -81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling