-37.7%
TSLL vs SFM
+4.2%
-41.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.9% | -14.7% | -11.5% |
| 7D | +1.9% | -0.1% | +2.0% | +2.0% |
| 30D | +17.8% | -4.4% | +22.1% | +17.1% |
| 3M | -37.0% | +1.5% | -38.5% | -37.4% |
| 6M | -37.7% | +6.5% | -44.1% | -39.6% |
| All | -37.7% | +4.2% | -41.9% | -39.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling