-58.6%
TSLL vs FRMI
-93.8%
+35.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.6% | +6.0% | +8.2% |
| 7D | -21.2% | -39.8% | +18.6% | -14.8% |
| 30D | -13.3% | -60.5% | +47.2% | -1.0% |
| 3M | +15.4% | -74.6% | +90.0% | +39.0% |
| 6M | -34.2% | -71.8% | +37.5% | -23.1% |
| YTD | -52.9% | -80.4% | +27.5% | -42.8% |
| 1Y | -54.3% | -93.9% | +39.5% | -40.9% |
| All | -58.6% | -93.8% | +35.2% | -46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling