-46.0%
TSLL vs APD
+36.4%
-82.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.9% | -8.2% | -6.3% |
| 7D | -9.4% | +3.8% | -13.2% | -9.4% |
| 30D | +1.6% | +14.1% | -12.5% | +1.3% |
| 3M | +29.4% | +8.2% | +21.2% | +29.2% |
| 6M | -20.1% | +7.5% | -27.7% | -20.6% |
| YTD | -44.5% | +31.7% | -76.2% | -44.4% |
| 1Y | -46.0% | +35.1% | -81.1% | -42.0% |
| All | -46.0% | +36.4% | -82.4% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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