-52.1%
TSLL vs USFR
+20.6%
-72.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | 0.0% | +10.9% | +10.9% |
| 7D | -14.3% | +0.1% | -14.4% | -13.7% |
| 30D | -6.2% | +0.4% | -6.5% | -2.5% |
| 3M | +21.2% | +1.1% | +20.1% | +35.4% |
| 6M | -36.6% | +2.0% | -38.6% | -21.8% |
| YTD | -47.8% | +3.4% | -51.2% | -29.0% |
| 1Y | -45.2% | +4.1% | -49.3% | -22.4% |
| 3Y | -3.3% | +14.3% | -17.6% | +434.6% |
| All | -52.1% | +20.6% | -72.8% | +771.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling