-60.3%
TSLL vs F
+7.3%
-67.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -42.5% |
| YTD | -56.6% | -1.2% | -55.5% | -57.3% |
| 1Y | -60.9% | 0.0% | -60.9% | -61.9% |
| 3Y | -25.2% | +41.1% | -66.3% | -50.0% |
| All | -60.3% | +7.3% | -67.6% | -69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling