-24.9%
TSLL vs APD
+13.4%
-38.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -2.9% | -18.9% | -20.2% |
| 7D | -28.9% | -0.7% | -28.2% | -28.3% |
| 30D | -21.4% | +10.1% | -31.6% | -25.4% |
| 3M | +5.0% | +4.9% | +0.1% | +2.5% |
| 6M | -36.6% | +2.5% | -39.0% | -37.5% |
| YTD | -56.6% | +27.8% | -84.4% | -63.4% |
| 1Y | -60.9% | +32.9% | -93.7% | -68.4% |
| All | -24.9% | +13.4% | -38.2% | -31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling