-54.3%
TSLL vs CHD
+28.5%
-82.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.8% | +10.4% | +7.4% |
| 7D | -21.2% | +2.0% | -23.2% | -20.1% |
| 30D | -13.3% | +13.0% | -26.3% | -5.5% |
| 3M | +15.4% | +6.1% | +9.3% | +20.5% |
| 6M | -34.2% | +15.9% | -50.1% | -26.0% |
| YTD | -52.9% | +31.6% | -84.5% | -44.8% |
| 1Y | -54.3% | +28.5% | -82.8% | -48.9% |
| All | -54.3% | +28.5% | -82.8% | -48.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling