-23.4%
TSLL vs FOXA
+9.1%
-32.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -3.4% | -8.5% | -11.6% |
| 7D | +1.9% | -4.0% | +5.9% | +2.2% |
| 30D | +17.8% | +12.0% | +5.8% | +17.0% |
| 3M | -37.0% | +0.3% | -37.3% | -37.5% |
| 6M | -37.7% | +12.5% | -50.2% | -38.4% |
| YTD | -51.4% | -9.6% | -41.7% | -52.0% |
| 1Y | -23.4% | +8.6% | -31.9% | -23.1% |
| All | -23.4% | +9.1% | -32.5% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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