-49.1%
TSLL vs CF
+22.2%
-71.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.4% | -1.9% | -5.6% |
| 7D | -9.4% | -6.9% | -2.6% | -8.4% |
| 30D | +1.6% | -3.7% | +5.3% | +2.0% |
| 3M | +29.4% | -5.0% | +34.4% | +30.1% |
| 6M | -20.1% | -10.5% | -9.7% | -19.5% |
| YTD | -44.5% | +46.5% | -91.0% | -55.0% |
| 1Y | -46.0% | +34.8% | -80.8% | -54.9% |
| 3Y | -4.3% | +46.7% | -51.0% | -24.9% |
| All | -49.1% | +22.2% | -71.3% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling