-55.4%
TSLL vs CF
+45.9%
-101.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -3.2% | -8.6% | -11.3% |
| 7D | +1.9% | +6.0% | -4.1% | +0.9% |
| 30D | +17.8% | +14.8% | +2.9% | +14.9% |
| 3M | -37.0% | +14.1% | -51.1% | -38.8% |
| 6M | -37.7% | +28.5% | -66.2% | -44.3% |
| YTD | -51.4% | +74.9% | -126.3% | -61.7% |
| 1Y | -23.4% | +61.7% | -85.1% | -37.8% |
| 3Y | -30.8% | +80.3% | -111.1% | -48.0% |
| All | -55.4% | +45.9% | -101.3% | -62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling