-52.1%
TSLL vs FND
-41.7%
-10.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.1% | +6.9% | +8.6% |
| 7D | -14.3% | +8.5% | -22.8% | -18.3% |
| 30D | -6.2% | +17.2% | -23.4% | -15.2% |
| 3M | +21.2% | -14.9% | +36.1% | +30.8% |
| 6M | -36.6% | +3.1% | -39.7% | -40.6% |
| YTD | -47.8% | -12.4% | -35.3% | -46.7% |
| 1Y | -45.2% | -10.0% | -35.2% | -45.4% |
| 3Y | -3.3% | -31.3% | +28.1% | +1.9% |
| All | -52.1% | -41.7% | -10.4% | -46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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