-33.0%
TSLL vs TMF
-30.5%
-2.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.3% | -3.2% |
| 7D | +17.8% | -9.3% | +27.1% | +22.0% |
| 30D | +8.2% | +1.9% | +6.3% | +5.7% |
| 3M | +20.9% | -11.2% | +32.1% | +27.3% |
| 6M | -37.5% | -17.7% | -19.8% | -31.9% |
| YTD | -44.5% | -24.5% | -20.0% | -39.5% |
| 1Y | -33.0% | -29.4% | -3.5% | -23.9% |
| All | -33.0% | -30.5% | -2.5% | -23.9% |
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