-54.3%
TSLL vs FRMI
-94.2%
+39.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.6% | +6.0% | +8.1% |
| 7D | -21.2% | -39.8% | +18.6% | -13.8% |
| 30D | -13.3% | -60.5% | +47.2% | +1.1% |
| 3M | +15.4% | -74.6% | +90.0% | +43.3% |
| 6M | -34.2% | -71.8% | +37.5% | -21.5% |
| YTD | -52.9% | -80.4% | +27.5% | -41.1% |
| 1Y | -54.3% | -93.9% | +39.5% | -24.1% |
| All | -54.3% | -94.2% | +39.8% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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