-24.9%
TSLL vs AFRM
+210.7%
-235.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -7.8% | -14.0% | -17.8% |
| 7D | -28.9% | -6.9% | -22.0% | -25.7% |
| 30D | -21.4% | -7.0% | -14.5% | -18.3% |
| 3M | +5.0% | -11.2% | +16.2% | +11.3% |
| 6M | -36.6% | +4.3% | -40.8% | -37.8% |
| YTD | -56.6% | -6.4% | -50.2% | -55.9% |
| 1Y | -60.9% | -2.6% | -58.3% | -61.3% |
| All | -24.9% | +210.7% | -235.6% | -45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling