-52.1%
TSLL vs TFC
+25.0%
-77.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.9% | +9.0% | +8.9% |
| 7D | -14.3% | +0.3% | -14.6% | -14.3% |
| 30D | -6.2% | +9.2% | -15.3% | -14.5% |
| 3M | +21.2% | -2.9% | +24.1% | +23.8% |
| 6M | -36.6% | +3.5% | -40.1% | -40.1% |
| YTD | -47.8% | +5.4% | -53.2% | -52.7% |
| 1Y | -45.2% | +17.3% | -62.5% | -56.2% |
| 3Y | -3.3% | +96.7% | -99.9% | -45.1% |
| All | -52.1% | +25.0% | -77.2% | -58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling