-48.9%
TSLL vs CHD
+34.5%
-83.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.2% | +5.6% | +5.8% |
| 7D | +0.5% | 0.0% | +0.5% | +0.4% |
| 30D | +2.7% | +12.2% | -9.5% | +3.8% |
| 3M | +26.3% | +9.3% | +16.9% | +27.4% |
| 6M | -37.2% | +24.3% | -61.4% | -36.5% |
| YTD | -44.2% | +34.9% | -79.1% | -44.3% |
| 1Y | -44.0% | +32.7% | -76.7% | -43.9% |
| 3Y | 0.0% | +29.4% | -29.4% | -5.3% |
| All | -48.9% | +34.5% | -83.4% | -54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling