-39.7%
TSLL vs TD
+54.6%
-94.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.7% | +4.1% |
| 7D | +33.0% | +0.6% | +32.4% | +31.7% |
| 30D | +7.7% | +5.0% | +2.7% | +0.8% |
| 3M | +34.7% | +1.1% | +33.6% | +34.3% |
| 6M | -31.5% | +16.5% | -48.0% | -45.6% |
| YTD | -42.4% | +34.3% | -76.6% | -65.1% |
| 1Y | -39.7% | +52.9% | -92.6% | -71.5% |
| All | -39.7% | +54.6% | -94.3% | -71.5% |
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