-56.8%
TSLL vs AFL
+127.9%
-184.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.7% | +10.4% | +9.6% |
| 7D | -21.2% | +0.1% | -21.4% | -21.5% |
| 30D | -13.3% | +10.0% | -23.3% | -18.7% |
| 3M | +15.4% | -1.6% | +16.9% | +15.6% |
| 6M | -34.2% | +10.5% | -44.8% | -41.0% |
| YTD | -52.9% | +14.3% | -67.2% | -59.5% |
| 1Y | -54.3% | +11.4% | -65.7% | -60.0% |
| 3Y | -18.4% | +62.4% | -80.8% | -44.1% |
| All | -56.8% | +127.9% | -184.8% | -79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling