-49.1%
TSLL vs FN
+255.3%
-304.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -6.0% | -0.4% | -3.5% |
| 7D | -9.4% | -7.0% | -2.4% | -7.3% |
| 30D | +1.6% | -24.7% | +26.3% | +14.3% |
| 3M | +29.4% | -35.7% | +65.1% | +52.1% |
| 6M | -20.1% | -52.4% | +32.3% | +7.3% |
| YTD | -44.5% | -25.0% | -19.5% | -44.8% |
| 1Y | -46.0% | -25.7% | -20.3% | -46.2% |
| 3Y | -4.3% | +110.2% | -114.5% | -46.4% |
| All | -49.1% | +255.3% | -304.4% | -77.4% |
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