-49.1%
TSLL vs TFC
+25.4%
-74.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -4.9% | -5.0% |
| 7D | +17.8% | +2.3% | +15.6% | +15.2% |
| 30D | +8.2% | +10.8% | -2.6% | -3.0% |
| 3M | +20.9% | -3.8% | +24.6% | +24.5% |
| 6M | -37.5% | +9.6% | -47.1% | -44.4% |
| YTD | -44.5% | +5.8% | -50.3% | -49.9% |
| 1Y | -33.0% | +16.2% | -49.1% | -45.8% |
| 3Y | -6.4% | +96.0% | -102.3% | -46.8% |
| All | -49.1% | +25.4% | -74.6% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 10y: compounded portfolio wealth divided by compounded TFC 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…
10y analysis · Full analysis span regression · 6 months rolling