-5.4%
TSLL vs FTI
+209.3%
-214.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.2% |
| 7D | -11.0% | -3.3% | -7.7% | -7.6% |
| 30D | -5.3% | -7.2% | +1.9% | +1.1% |
| 3M | +20.8% | -12.9% | +33.7% | +35.3% |
| 6M | -36.0% | -7.9% | -28.1% | -33.7% |
| YTD | -47.3% | +45.2% | -92.4% | -66.2% |
| 1Y | -48.4% | +48.1% | -96.5% | -68.0% |
| 3Y | -5.4% | +205.0% | -210.4% | -69.2% |
| All | -5.4% | +209.3% | -214.7% | -69.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling