-51.2%
TSLL vs FRMI
-89.6%
+38.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +26.7% | -30.4% | -8.0% |
| 7D | +17.8% | +66.2% | -48.4% | +7.2% |
| 30D | +8.2% | -17.4% | +25.7% | +9.0% |
| 3M | +20.9% | -60.5% | +81.3% | +34.8% |
| 6M | -37.5% | -56.5% | +19.0% | -32.6% |
| YTD | -44.5% | -67.4% | +22.9% | -38.7% |
| 1Y | -33.0% | -85.1% | +52.1% | -23.2% |
| All | -51.2% | -89.6% | +38.4% | -43.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling