-60.3%
TSLL vs SFM
+71.5%
-131.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -5.1% | -16.7% | -20.4% |
| 7D | -28.9% | +7.5% | -36.4% | -30.2% |
| 30D | -21.4% | -20.8% | -0.6% | -17.0% |
| 3M | +5.0% | -39.4% | +44.4% | +19.3% |
| 6M | -36.6% | -34.5% | -2.1% | -31.0% |
| YTD | -56.6% | -35.2% | -21.4% | -53.4% |
| 1Y | -60.9% | -35.3% | -25.6% | -58.2% |
| 3Y | -25.2% | +23.9% | -49.1% | -25.1% |
| All | -60.3% | +71.5% | -131.8% | -65.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling