-56.8%
TSLL vs FND
-44.0%
-12.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.4% | +9.1% | +8.9% |
| 7D | -21.2% | +7.7% | -28.9% | -24.7% |
| 30D | -13.3% | +11.9% | -25.2% | -19.7% |
| 3M | +15.4% | -14.6% | +30.0% | +23.9% |
| 6M | -34.2% | +0.5% | -34.7% | -37.6% |
| YTD | -52.9% | -15.8% | -37.1% | -50.9% |
| 1Y | -54.3% | -12.9% | -41.4% | -53.8% |
| 3Y | -18.4% | -34.2% | +15.8% | -12.0% |
| All | -56.8% | -44.0% | -12.8% | -50.7% |
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