-51.9%
TSLL vs AFL
+111.6%
-163.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.7% | +9.6% | +9.0% |
| 7D | +5.8% | -0.7% | +6.5% | +6.3% |
| 30D | +21.7% | -7.1% | +28.8% | +27.1% |
| 3M | -28.2% | +0.4% | -28.7% | -30.3% |
| 6M | -29.5% | +4.5% | -34.0% | -34.7% |
| YTD | -47.5% | +6.1% | -53.6% | -52.5% |
| 1Y | -20.8% | +10.6% | -31.3% | -31.8% |
| 3Y | -26.7% | +64.0% | -90.7% | -50.3% |
| All | -51.9% | +111.6% | -163.5% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 10y: compounded portfolio wealth divided by compounded AFL 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…
10y analysis · Full analysis span regression · 6 months rolling