-56.8%
TSLL vs SFM
+63.2%
-120.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -4.8% | +13.5% | +10.0% |
| 7D | -21.2% | -1.2% | -20.0% | -20.9% |
| 30D | -13.3% | -24.8% | +11.5% | -7.2% |
| 3M | +15.4% | -43.7% | +59.1% | +34.0% |
| 6M | -34.2% | -37.3% | +3.0% | -27.7% |
| YTD | -52.9% | -38.4% | -14.5% | -48.8% |
| 1Y | -54.3% | -36.9% | -17.4% | -51.2% |
| 3Y | -18.4% | +20.7% | -39.0% | -17.9% |
| All | -56.8% | +63.2% | -120.0% | -62.0% |
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