-46.0%
TSLL vs SFM
-35.8%
-10.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.6% | -10.0% | -5.9% |
| 7D | -9.4% | -12.3% | +2.8% | -10.8% |
| 30D | +1.6% | -16.2% | +17.8% | -0.7% |
| 3M | +29.4% | -36.8% | +66.2% | +21.6% |
| 6M | -20.1% | -32.6% | +12.4% | -24.5% |
| YTD | -44.5% | -31.7% | -12.8% | -46.9% |
| 1Y | -46.0% | -35.0% | -11.0% | -48.7% |
| All | -46.0% | -35.8% | -10.2% | -48.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 1y: compounded portfolio wealth divided by compounded SFM 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…
1y analysis · Full analysis span regression · 6 months rolling