-35.3%
TSLL vs SFM
+108.0%
-143.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.9% | -14.7% | -12.8% |
| 7D | +1.9% | -0.1% | +2.0% | +1.8% |
| 30D | +17.8% | -4.4% | +22.1% | +18.7% |
| 3M | -37.0% | +1.5% | -38.5% | -38.6% |
| 6M | -37.7% | +6.5% | -44.1% | -41.4% |
| YTD | -51.4% | +2.2% | -53.5% | -53.6% |
| 1Y | -23.4% | -41.9% | +18.5% | -3.4% |
| All | -35.3% | +108.0% | -143.3% | -24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling