-15.4%
TSLL vs SKDD
-50.8%
+35.4%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SKDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +10.4% | -16.7% | -4.9% |
| 7D | -9.4% | +28.7% | -38.1% | -6.0% |
| 30D | +1.6% | +54.1% | -52.5% | +8.2% |
| 3M | +29.4% | -22.7% | +52.1% | +31.0% |
| All | -15.4% | -50.8% | +35.4% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SKDD.
Daily Out/Under-Performance
Portfolio return minus SKDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SKDD 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 SKDD 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 · Available span rolling