-51.7%
TSLL vs TD
+125.7%
-177.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.4% |
| 7D | -11.0% | -0.7% | -10.3% | -9.0% |
| 30D | -5.3% | +7.6% | -12.9% | -14.8% |
| 3M | +20.8% | +3.0% | +17.8% | +15.7% |
| 6M | -36.0% | +16.8% | -52.8% | -48.5% |
| YTD | -47.3% | +34.3% | -81.6% | -65.8% |
| 1Y | -48.4% | +56.0% | -104.4% | -73.4% |
| 3Y | -5.4% | +132.4% | -137.8% | -72.1% |
| All | -51.7% | +125.7% | -177.4% | -84.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling