-46.0%
TSLL vs USFD
+49.6%
-95.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +8.5% | -14.8% | -6.1% |
| 7D | -9.4% | +7.8% | -17.3% | -9.1% |
| 30D | +1.6% | +16.2% | -14.6% | +1.7% |
| 3M | +29.4% | +11.0% | +18.4% | +29.1% |
| 6M | -20.1% | +20.7% | -40.9% | -20.8% |
| YTD | -44.5% | +46.0% | -90.5% | -50.5% |
| 1Y | -46.0% | +49.8% | -95.8% | -53.2% |
| All | -46.0% | +49.6% | -95.6% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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