-46.0%
TSLL vs FTV
+37.8%
-83.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.3% | -8.6% | -6.6% |
| 7D | -9.4% | +6.6% | -16.0% | -10.1% |
| 30D | +1.6% | +19.1% | -17.5% | -0.6% |
| 3M | +29.4% | +13.1% | +16.3% | +26.8% |
| 6M | -20.1% | +14.0% | -34.1% | -21.0% |
| YTD | -44.5% | +24.2% | -68.7% | -43.7% |
| 1Y | -46.0% | +36.4% | -82.4% | -38.3% |
| All | -46.0% | +37.8% | -83.8% | -38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling