-49.1%
TSLL vs FND
-47.8%
-1.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.2% | -1.5% | -2.5% |
| 7D | +17.8% | -6.8% | +24.7% | +22.5% |
| 30D | +8.2% | +8.0% | +0.3% | +2.2% |
| 3M | +20.9% | -18.9% | +39.8% | +33.7% |
| 6M | -37.5% | +4.7% | -42.2% | -42.3% |
| YTD | -44.5% | -21.6% | -22.9% | -39.9% |
| 1Y | -33.0% | -22.0% | -10.9% | -27.5% |
| 3Y | -6.4% | -40.4% | +34.1% | +7.1% |
| All | -49.1% | -47.8% | -1.3% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling