-18.4%
TSLL vs CHD
+30.6%
-48.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.8% | +10.4% | +8.0% |
| 7D | -21.2% | +2.0% | -23.2% | -20.7% |
| 30D | -13.3% | +13.0% | -26.3% | -9.5% |
| 3M | +15.4% | +6.1% | +9.3% | +18.1% |
| 6M | -34.2% | +15.9% | -50.1% | -30.4% |
| YTD | -52.9% | +31.6% | -84.5% | -49.2% |
| 1Y | -54.3% | +28.5% | -82.8% | -50.9% |
| 3Y | -18.4% | +30.5% | -48.8% | -4.3% |
| All | -18.4% | +30.6% | -48.9% | -4.3% |
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 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