-55.4%
TSLL vs USFD
+217.8%
-273.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.4% | -11.5% | -11.5% |
| 7D | +1.9% | -3.0% | +4.9% | +4.5% |
| 30D | +17.8% | +3.5% | +14.2% | +12.9% |
| 3M | -37.0% | +26.6% | -63.6% | -51.8% |
| 6M | -37.7% | +11.7% | -49.4% | -46.6% |
| YTD | -51.4% | +38.1% | -89.5% | -69.4% |
| 1Y | -23.4% | +33.4% | -56.7% | -50.1% |
| 3Y | -30.8% | +155.8% | -186.6% | -74.9% |
| All | -55.4% | +217.8% | -273.2% | -87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling