-37.0%
TSLL vs FPS
-44.6%
+7.6%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.5% | -14.3% | -13.3% |
| 7D | +1.9% | +3.1% | -1.2% | 0.0% |
| 30D | +17.8% | -18.6% | +36.3% | +31.4% |
| 3M | -37.0% | -51.5% | +14.5% | +9.9% |
| All | -37.0% | -44.6% | +7.6% | +9.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling