-24.9%
TSLL vs CF
+56.6%
-81.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +6.2% | -28.1% | -22.0% |
| 7D | -28.9% | +0.4% | -29.3% | -28.8% |
| 30D | -21.4% | +2.2% | -23.6% | -21.5% |
| 3M | +5.0% | +2.1% | +2.9% | +5.0% |
| 6M | -36.6% | -6.5% | -30.0% | -36.2% |
| YTD | -56.6% | +55.6% | -112.2% | -64.9% |
| 1Y | -60.9% | +42.3% | -103.2% | -67.2% |
| All | -24.9% | +56.6% | -81.5% | -42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling