-46.0%
TSLL vs USFR
+4.1%
-50.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | 0.0% | -6.3% | -6.3% |
| 7D | -9.4% | +0.1% | -9.5% | -6.0% |
| 30D | +1.6% | +0.4% | +1.2% | +17.2% |
| 3M | +29.4% | +1.1% | +28.3% | +102.9% |
| 6M | -20.1% | +2.0% | -22.2% | +105.0% |
| YTD | -44.5% | +3.4% | -47.9% | +31.6% |
| 1Y | -46.0% | +4.1% | -50.1% | -26.4% |
| All | -46.0% | +4.1% | -50.1% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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