-5.4%
TSLL vs USFR
+14.4%
-19.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +1.2% |
| 7D | -11.0% | +0.1% | -11.1% | -10.6% |
| 30D | -5.3% | +0.4% | -5.7% | -3.1% |
| 3M | +20.8% | +1.1% | +19.8% | +28.4% |
| 6M | -36.0% | +2.1% | -38.1% | -28.8% |
| YTD | -47.3% | +3.4% | -50.7% | -44.5% |
| 1Y | -48.4% | +4.1% | -52.5% | -48.0% |
| 3Y | -5.4% | +14.4% | -19.8% | +794.3% |
| All | -5.4% | +14.4% | -19.8% | +794.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling