-37.9%
TSLL vs FPS
-25.1%
-12.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +7.0% | +1.7% | +5.8% |
| 7D | -21.2% | -24.5% | +3.3% | -12.2% |
| 30D | -13.3% | -52.1% | +38.8% | +12.8% |
| 3M | +15.4% | -48.4% | +63.7% | +44.3% |
| 6M | -34.2% | -54.4% | +20.1% | -14.0% |
| All | -37.9% | -25.1% | -12.9% | -29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling