-56.8%
TSLL vs USFR
+20.6%
-77.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | 0.0% | +8.6% | +8.8% |
| 7D | -21.2% | +0.1% | -21.3% | -20.4% |
| 30D | -13.3% | +0.4% | -13.7% | -9.6% |
| 3M | +15.4% | +1.1% | +14.3% | +28.9% |
| 6M | -34.2% | +2.1% | -36.3% | -18.6% |
| YTD | -52.9% | +3.4% | -56.3% | -36.0% |
| 1Y | -54.3% | +4.1% | -58.5% | -35.2% |
| 3Y | -18.4% | +14.4% | -32.8% | +355.2% |
| All | -56.8% | +20.6% | -77.5% | +685.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling