-56.8%
TSLL vs APD
+29.0%
-85.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.5% | +10.1% | +9.6% |
| 7D | -21.2% | -3.7% | -17.6% | -19.1% |
| 30D | -13.3% | +9.6% | -22.9% | -18.0% |
| 3M | +15.4% | +1.6% | +13.7% | +14.4% |
| 6M | -34.2% | +2.2% | -36.4% | -35.3% |
| YTD | -52.9% | +25.9% | -78.8% | -60.4% |
| 1Y | -54.3% | +20.1% | -74.5% | -60.5% |
| 3Y | -18.4% | +12.4% | -30.8% | -24.7% |
| All | -56.8% | +29.0% | -85.8% | -66.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling