-55.4%
TSLL vs FTI
+875.1%
-930.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.3% | -11.6% | -11.7% |
| 7D | +1.9% | +5.3% | -3.4% | -1.3% |
| 30D | +17.8% | +15.3% | +2.4% | +7.4% |
| 3M | -37.0% | +15.8% | -52.8% | -43.5% |
| 6M | -37.7% | +22.6% | -60.3% | -47.6% |
| YTD | -51.4% | +79.5% | -130.9% | -69.2% |
| 1Y | -23.4% | +102.0% | -125.4% | -56.0% |
| 3Y | -30.8% | +315.8% | -346.6% | -74.2% |
| All | -55.4% | +875.1% | -930.5% | -89.0% |
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