-18.4%
TSLL vs FOXA
+117.4%
-135.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.5% | +10.2% | +9.6% |
| 7D | -21.2% | +5.4% | -26.6% | -24.0% |
| 30D | -13.3% | +6.3% | -19.6% | -17.5% |
| 3M | +15.4% | +8.3% | +7.1% | +7.3% |
| 6M | -34.2% | +7.6% | -41.8% | -41.6% |
| YTD | -52.9% | -7.9% | -45.0% | -50.8% |
| 1Y | -54.3% | +2.4% | -56.7% | -58.1% |
| 3Y | -18.4% | +120.3% | -138.7% | -62.2% |
| All | -18.4% | +117.4% | -135.8% | -62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling