-60.3%
TSLL vs TFC
+23.8%
-84.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -2.0% | -19.9% | -19.8% |
| 7D | -28.9% | +1.1% | -29.9% | -29.5% |
| 30D | -21.4% | +7.8% | -29.2% | -27.5% |
| 3M | +5.0% | -4.8% | +9.7% | +9.3% |
| 6M | -36.6% | +1.8% | -38.4% | -39.2% |
| YTD | -56.6% | +4.4% | -61.1% | -60.3% |
| 1Y | -60.9% | +18.0% | -78.8% | -69.0% |
| 3Y | -25.2% | +85.2% | -110.4% | -55.4% |
| All | -60.3% | +23.8% | -84.1% | -64.9% |
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