-48.9%
TSLL vs FND
-44.2%
-4.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.7% | +6.5% | +6.2% |
| 7D | +0.5% | -4.4% | +4.9% | +3.6% |
| 30D | +2.7% | +14.5% | -11.8% | -6.1% |
| 3M | +26.3% | -15.6% | +41.9% | +36.9% |
| 6M | -37.2% | +4.7% | -41.9% | -41.8% |
| YTD | -44.2% | -16.1% | -28.1% | -41.7% |
| 1Y | -44.0% | -16.0% | -28.0% | -41.8% |
| 3Y | 0.0% | -35.5% | +35.5% | +9.3% |
| All | -48.9% | -44.2% | -4.7% | -41.4% |
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 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