-23.4%
TSLL vs FTV
+21.5%
-44.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.1% | -10.8% | -11.7% |
| 7D | +1.9% | -4.6% | +6.5% | +2.5% |
| 30D | +17.8% | -7.2% | +24.9% | +18.8% |
| 3M | -37.0% | -7.3% | -29.7% | -36.0% |
| 6M | -37.7% | -1.6% | -36.0% | -37.6% |
| YTD | -51.4% | +3.3% | -54.7% | -50.0% |
| 1Y | -23.4% | +20.2% | -43.6% | -29.2% |
| All | -23.4% | +21.5% | -44.9% | -29.2% |
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