-26.5%
TSLL vs FPS
-5.5%
-21.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +14.4% | -8.6% | -0.2% |
| 7D | +0.5% | +9.5% | -9.0% | -2.9% |
| 30D | +2.7% | -33.8% | +36.4% | +16.8% |
| 3M | +26.3% | -34.9% | +61.1% | +42.8% |
| 6M | -37.2% | -42.9% | +5.7% | -25.3% |
| All | -26.5% | -5.5% | -21.0% | -24.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 10y: compounded portfolio wealth divided by compounded FPS 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…
10y analysis · Full analysis span regression · 6 months rolling