-35.3%
TSLL vs TFC
+94.1%
-129.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.1% | -11.9% | -12.0% |
| 7D | +1.9% | +2.4% | -0.5% | -1.5% |
| 30D | +17.8% | -1.3% | +19.1% | +19.0% |
| 3M | -37.0% | +6.1% | -43.1% | -42.8% |
| 6M | -37.7% | +7.3% | -45.0% | -45.4% |
| YTD | -51.4% | +8.2% | -59.6% | -58.9% |
| 1Y | -23.4% | +14.4% | -37.8% | -41.3% |
| All | -35.3% | +94.1% | -129.4% | -69.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling