-18.4%
TSLL vs TD
+129.3%
-147.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.6% | +9.2% | +9.6% |
| 7D | -21.2% | -1.7% | -19.5% | -18.0% |
| 30D | -13.3% | +8.2% | -21.5% | -23.7% |
| 3M | +15.4% | +1.7% | +13.7% | +12.2% |
| 6M | -34.2% | +14.2% | -48.5% | -46.6% |
| YTD | -52.9% | +32.8% | -85.7% | -70.5% |
| 1Y | -54.3% | +55.5% | -109.8% | -78.3% |
| 3Y | -18.4% | +129.6% | -148.0% | -79.2% |
| All | -18.4% | +129.3% | -147.7% | -79.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling