-55.4%
TSLL vs AFRM
+116.5%
-171.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.6% | -9.2% | -10.6% |
| 7D | +1.9% | -7.0% | +8.9% | +5.3% |
| 30D | +17.8% | -7.8% | +25.6% | +22.5% |
| 3M | -37.0% | +5.3% | -42.3% | -37.8% |
| 6M | -37.7% | +42.6% | -80.3% | -47.0% |
| YTD | -51.4% | -2.8% | -48.6% | -51.2% |
| 1Y | -23.4% | -19.3% | -4.1% | -17.1% |
| 3Y | -30.8% | +231.0% | -261.8% | -63.9% |
| All | -55.4% | +116.5% | -171.9% | -78.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling