-55.4%
TSLL vs F
+25.2%
-80.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.5% | -13.3% | -13.1% |
| 7D | +1.9% | +5.3% | -3.4% | -2.7% |
| 30D | +17.8% | +4.6% | +13.2% | +13.7% |
| 3M | -37.0% | -3.7% | -33.3% | -34.0% |
| 6M | -37.7% | +16.8% | -54.5% | -45.7% |
| YTD | -51.4% | +15.3% | -66.7% | -57.5% |
| 1Y | -23.4% | +31.0% | -54.4% | -42.1% |
| 3Y | -30.8% | +45.4% | -76.2% | -54.7% |
| All | -55.4% | +25.2% | -80.6% | -70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling