-20.8%
TSLL vs TD
+63.7%
-84.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.9% | +8.8% | +9.7% |
| 7D | +5.8% | +0.9% | +4.9% | +4.5% |
| 30D | +21.7% | -0.7% | +22.4% | +22.6% |
| 3M | -28.2% | +6.3% | -34.5% | -35.0% |
| 6M | -29.5% | +27.9% | -57.4% | -55.1% |
| YTD | -47.5% | +29.8% | -77.4% | -67.8% |
| 1Y | -20.8% | +63.7% | -84.4% | -68.2% |
| All | -20.8% | +63.7% | -84.5% | -68.2% |
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 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