-51.7%
TSLL vs FND
-43.8%
-7.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.5% | +2.9% |
| 7D | -11.0% | +6.8% | -17.9% | -14.5% |
| 30D | -5.3% | +13.1% | -18.3% | -12.7% |
| 3M | +20.8% | -13.1% | +33.9% | +28.7% |
| 6M | -36.0% | -0.6% | -35.4% | -38.9% |
| YTD | -47.3% | -15.5% | -31.8% | -45.1% |
| 1Y | -48.4% | -13.7% | -34.8% | -47.4% |
| 3Y | -5.4% | -35.0% | +29.6% | +3.0% |
| All | -51.7% | -43.8% | -7.9% | -44.9% |
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