-53.1%
TSLL vs TDG
+109.5%
-162.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.4% |
| 7D | -7.3% | -2.7% | -4.6% | -5.1% |
| 30D | +15.8% | -9.3% | +25.0% | +26.5% |
| 3M | -19.5% | -7.1% | -12.4% | -15.8% |
| 6M | -32.1% | -11.2% | -20.9% | -26.6% |
| YTD | -48.9% | -15.3% | -33.6% | -43.2% |
| 1Y | -23.4% | -12.5% | -10.9% | -20.0% |
| 3Y | -28.6% | +51.2% | -79.8% | -56.4% |
| All | -53.1% | +109.5% | -162.6% | -80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded TDG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling