-60.3%
TSLL vs FTI
+652.2%
-712.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -4.5% | -17.4% | -18.9% |
| 7D | -28.9% | -8.0% | -20.9% | -24.5% |
| 30D | -21.4% | -11.9% | -9.6% | -14.4% |
| 3M | +5.0% | -11.0% | +16.0% | +13.3% |
| 6M | -36.6% | -17.8% | -18.8% | -29.5% |
| YTD | -56.6% | +38.5% | -95.2% | -67.5% |
| 1Y | -60.9% | +45.9% | -106.8% | -71.9% |
| 3Y | -25.2% | +181.8% | -207.1% | -64.8% |
| All | -60.3% | +652.2% | -712.5% | -88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling