-24.9%
TSLL vs F
+41.1%
-66.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -1.1% | -20.8% | -20.9% |
| 7D | -28.9% | +1.4% | -30.3% | -29.7% |
| 30D | -21.4% | +2.0% | -23.5% | -23.2% |
| 3M | +5.0% | -10.4% | +15.3% | +14.4% |
| 6M | -36.6% | +9.7% | -46.3% | -42.6% |
| YTD | -56.6% | -1.2% | -55.5% | -57.3% |
| 1Y | -60.9% | 0.0% | -60.9% | -61.9% |
| All | -24.9% | +41.1% | -66.0% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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