-23.4%
TSLL vs TD
+64.8%
-88.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.4% | -10.5% | -9.1% |
| 7D | +1.9% | +0.3% | +1.6% | +1.9% |
| 30D | +17.8% | +0.4% | +17.4% | +16.4% |
| 3M | -37.0% | +7.6% | -44.6% | -44.0% |
| 6M | -37.7% | +25.0% | -62.7% | -58.4% |
| YTD | -51.4% | +31.0% | -82.4% | -70.4% |
| 1Y | -23.4% | +65.2% | -88.5% | -71.9% |
| All | -23.4% | +64.8% | -88.1% | -71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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