-46.0%
TSLL vs TMF
-23.9%
-22.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.5% | -8.8% | -7.3% |
| 7D | -9.4% | +4.0% | -13.4% | -10.9% |
| 30D | +1.6% | +19.5% | -17.9% | -6.8% |
| 3M | +29.4% | -3.5% | +32.9% | +32.3% |
| 6M | -20.1% | -10.6% | -9.6% | -16.1% |
| YTD | -44.5% | -17.1% | -27.4% | -41.7% |
| 1Y | -46.0% | -24.3% | -21.8% | -42.6% |
| All | -46.0% | -23.9% | -22.1% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling