-37.7%
TSLL vs AFL
+5.6%
-43.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.0% | -10.9% | -13.4% |
| 7D | +1.9% | +0.6% | +1.3% | +2.8% |
| 30D | +17.8% | -6.2% | +23.9% | +6.8% |
| 3M | -37.0% | +2.2% | -39.2% | -35.0% |
| 6M | -37.7% | +5.3% | -42.9% | -37.1% |
| All | -37.7% | +5.6% | -43.3% | -37.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling