-48.9%
TSLL vs TD
+126.5%
-175.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.3% | +5.5% | +5.3% |
| 7D | +0.5% | -3.1% | +3.5% | +7.1% |
| 30D | +2.7% | +6.7% | -4.0% | -6.3% |
| 3M | +26.3% | +3.1% | +23.2% | +20.7% |
| 6M | -37.2% | +17.6% | -54.8% | -50.0% |
| YTD | -44.2% | +34.8% | -79.0% | -64.0% |
| 1Y | -44.0% | +55.6% | -99.6% | -71.0% |
| 3Y | 0.0% | +133.1% | -133.1% | -70.7% |
| All | -48.9% | +126.5% | -175.4% | -83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling