-49.1%
TSLL vs CHD
+36.0%
-85.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.1% | -3.6% |
| 7D | +17.8% | +3.6% | +14.2% | +18.2% |
| 30D | +8.2% | +10.4% | -2.2% | +9.3% |
| 3M | +20.9% | +12.2% | +8.7% | +22.2% |
| 6M | -37.5% | +19.9% | -57.4% | -36.6% |
| YTD | -44.5% | +36.4% | -80.9% | -44.5% |
| 1Y | -33.0% | +35.1% | -68.1% | -32.9% |
| 3Y | -6.4% | +29.2% | -35.6% | -10.7% |
| All | -49.1% | +36.0% | -85.2% | -54.3% |
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