-54.3%
TSLL vs FTV
+29.5%
-83.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.1% | +8.7% | +8.7% |
| 7D | -21.2% | +0.2% | -21.4% | -20.6% |
| 30D | -13.3% | +15.7% | -29.0% | -14.4% |
| 3M | +15.4% | +7.5% | +7.9% | +14.4% |
| 6M | -34.2% | +8.5% | -42.7% | -34.3% |
| YTD | -52.9% | +18.8% | -71.7% | -51.8% |
| 1Y | -54.3% | +28.5% | -82.9% | -49.9% |
| All | -54.3% | +29.5% | -83.8% | -49.9% |
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