-55.4%
TSLL vs TD
+120.1%
-175.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.4% | -10.5% | -9.7% |
| 7D | +1.9% | +0.3% | +1.6% | +1.9% |
| 30D | +17.8% | +0.4% | +17.4% | +16.8% |
| 3M | -37.0% | +7.6% | -44.6% | -42.7% |
| 6M | -37.7% | +25.0% | -62.7% | -54.9% |
| YTD | -51.4% | +31.0% | -82.4% | -67.3% |
| 1Y | -23.4% | +65.2% | -88.5% | -63.6% |
| 3Y | -30.8% | +122.5% | -153.3% | -78.3% |
| All | -55.4% | +120.1% | -175.5% | -84.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling