-55.4%
TSLL vs FND
-45.1%
-10.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.7% | -13.6% | -12.9% |
| 7D | +1.9% | -5.2% | +7.1% | +4.8% |
| 30D | +17.8% | -19.9% | +37.6% | +33.5% |
| 3M | -37.0% | +2.7% | -39.7% | -39.9% |
| 6M | -37.7% | -21.7% | -16.0% | -29.8% |
| YTD | -51.4% | -17.5% | -33.9% | -47.9% |
| 1Y | -23.4% | -39.3% | +15.9% | -0.3% |
| 3Y | -30.8% | -49.8% | +19.0% | -7.5% |
| All | -55.4% | -45.1% | -10.3% | -47.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling