-54.3%
TSLL vs AFRM
-4.3%
-50.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.2% | +10.9% | +9.9% |
| 7D | -21.2% | -7.3% | -13.9% | -17.1% |
| 30D | -13.3% | -9.6% | -3.7% | -8.0% |
| 3M | +15.4% | -11.1% | +26.4% | +23.0% |
| 6M | -34.2% | +3.9% | -38.1% | -34.9% |
| YTD | -52.9% | -8.5% | -44.4% | -52.3% |
| 1Y | -54.3% | +3.3% | -57.6% | -55.8% |
| All | -54.3% | -4.3% | -50.1% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 AFRM 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