-18.4%
TSLL vs FTI
+191.5%
-209.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.1% | +5.5% | +6.1% |
| 7D | -21.2% | -7.6% | -13.6% | -15.3% |
| 30D | -13.3% | -7.1% | -6.2% | -7.6% |
| 3M | +15.4% | -8.7% | +24.1% | +24.0% |
| 6M | -34.2% | -14.0% | -20.3% | -28.0% |
| YTD | -52.9% | +42.8% | -95.8% | -69.3% |
| 1Y | -54.3% | +50.4% | -104.7% | -72.1% |
| 3Y | -18.4% | +194.1% | -212.5% | -72.3% |
| All | -18.4% | +191.5% | -209.8% | -72.3% |
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 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