-33.0%
TSLL vs FND
-24.7%
-8.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.2% | -1.5% | -3.1% |
| 7D | +17.8% | -6.8% | +24.7% | +20.0% |
| 30D | +8.2% | +8.0% | +0.3% | +5.8% |
| 3M | +20.9% | -18.9% | +39.8% | +28.9% |
| 6M | -37.5% | +4.7% | -42.2% | -39.8% |
| YTD | -44.5% | -21.6% | -22.9% | -38.2% |
| 1Y | -33.0% | -22.0% | -10.9% | -25.0% |
| All | -33.0% | -24.7% | -8.3% | -25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling