-52.1%
TSLL vs CHD
+33.6%
-85.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.8% | +9.1% | +11.1% |
| 7D | -14.3% | +0.8% | -15.1% | -14.2% |
| 30D | -6.2% | +13.5% | -19.6% | -5.1% |
| 3M | +21.2% | +8.1% | +13.0% | +22.2% |
| 6M | -36.6% | +19.9% | -56.5% | -35.8% |
| YTD | -47.8% | +34.0% | -81.8% | -47.8% |
| 1Y | -45.2% | +29.8% | -75.0% | -45.2% |
| 3Y | -3.3% | +28.7% | -32.0% | -8.5% |
| All | -52.1% | +33.6% | -85.8% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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