-6.4%
TSLL vs AFL
+67.6%
-74.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -4.1% |
| 7D | +17.8% | +2.9% | +15.0% | +16.4% |
| 30D | +8.2% | +8.0% | +0.3% | +4.0% |
| 3M | +20.9% | +5.9% | +15.0% | +16.8% |
| 6M | -37.5% | +11.6% | -49.1% | -43.3% |
| YTD | -44.5% | +17.5% | -62.0% | -52.5% |
| 1Y | -33.0% | +13.3% | -46.2% | -40.7% |
| 3Y | -6.4% | +67.0% | -73.4% | -20.5% |
| All | -6.4% | +67.6% | -74.0% | -20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling