-49.1%
TSLL vs TD
+125.5%
-174.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | +17.8% | +1.1% | +16.7% | +16.0% |
| 30D | +8.2% | +5.2% | +3.0% | +1.0% |
| 3M | +20.9% | +1.2% | +19.6% | +19.2% |
| 6M | -37.5% | +17.7% | -55.2% | -50.2% |
| YTD | -44.5% | +34.2% | -78.7% | -63.9% |
| 1Y | -33.0% | +55.4% | -88.4% | -65.3% |
| 3Y | -6.4% | +130.4% | -136.8% | -72.1% |
| All | -49.1% | +125.5% | -174.7% | -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