-35.3%
TSLL vs APD
+9.1%
-44.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.0% | -10.9% | -11.3% |
| 7D | +1.9% | -2.2% | +4.1% | +3.3% |
| 30D | +17.8% | +2.1% | +15.7% | +16.4% |
| 3M | -37.0% | +7.2% | -44.2% | -40.0% |
| 6M | -37.7% | +11.2% | -48.9% | -42.7% |
| YTD | -51.4% | +24.4% | -75.8% | -58.8% |
| 1Y | -23.4% | +6.7% | -30.0% | -27.4% |
| All | -35.3% | +9.1% | -44.4% | -38.2% |
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