-33.0%
TSLL vs FTI
+54.7%
-87.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.1% | -5.8% | -4.2% |
| 7D | +17.8% | +4.3% | +13.5% | +16.7% |
| 30D | +8.2% | -4.7% | +12.9% | +8.6% |
| 3M | +20.9% | -13.5% | +34.4% | +21.7% |
| 6M | -37.5% | -8.7% | -28.8% | -37.5% |
| YTD | -44.5% | +49.0% | -93.5% | -41.4% |
| 1Y | -33.0% | +54.0% | -87.0% | -33.3% |
| All | -33.0% | +54.7% | -87.6% | -33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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