-51.7%
TSLL vs FTI
+688.3%
-740.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.3% |
| 7D | -11.0% | -3.3% | -7.7% | -8.3% |
| 30D | -5.3% | -7.2% | +1.9% | -0.1% |
| 3M | +20.8% | -12.9% | +33.7% | +32.5% |
| 6M | -36.0% | -7.9% | -28.1% | -33.8% |
| YTD | -47.3% | +45.2% | -92.4% | -61.6% |
| 1Y | -48.4% | +48.1% | -96.5% | -63.2% |
| 3Y | -5.4% | +205.0% | -210.4% | -57.3% |
| All | -51.7% | +688.3% | -740.0% | -86.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling