-5.4%
TSLL vs CHD
+29.0%
-34.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +1.1% |
| 7D | -11.0% | +2.4% | -13.4% | -10.3% |
| 30D | -5.3% | +13.9% | -19.2% | -1.0% |
| 3M | +20.8% | +8.5% | +12.3% | +24.5% |
| 6M | -36.0% | +20.4% | -56.4% | -31.7% |
| YTD | -47.3% | +34.5% | -81.8% | -42.9% |
| 1Y | -48.4% | +33.8% | -82.2% | -44.2% |
| 3Y | -5.4% | +29.1% | -34.6% | +8.8% |
| All | -5.4% | +29.0% | -34.5% | +8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling