-51.7%
TSLL vs CHD
+34.2%
-85.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +1.0% |
| 7D | -11.0% | +2.4% | -13.4% | -10.8% |
| 30D | -5.3% | +13.9% | -19.2% | -4.2% |
| 3M | +20.8% | +8.5% | +12.3% | +21.9% |
| 6M | -36.0% | +20.4% | -56.4% | -35.2% |
| YTD | -47.3% | +34.5% | -81.8% | -47.3% |
| 1Y | -48.4% | +33.8% | -82.2% | -48.5% |
| 3Y | -5.4% | +29.1% | -34.6% | -10.5% |
| All | -51.7% | +34.2% | -85.9% | -56.7% |
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