-36.6%
TSLL vs FPS
-55.4%
+18.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -18.9% | -3.0% | -13.9% |
| 7D | -28.9% | -35.8% | +6.9% | -15.3% |
| 30D | -21.4% | -56.0% | +34.5% | +6.9% |
| 3M | +5.0% | -52.7% | +57.7% | +37.6% |
| 6M | -36.6% | -56.6% | +20.0% | -7.5% |
| All | -36.6% | -55.4% | +18.9% | -7.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling