-51.7%
TSLL vs TDG
+127.8%
-179.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.4% |
| 7D | -11.0% | +1.4% | -12.5% | -11.6% |
| 30D | -5.3% | +10.6% | -15.9% | -13.5% |
| 3M | +20.8% | +0.2% | +20.6% | +20.7% |
| 6M | -36.0% | +0.9% | -36.9% | -38.2% |
| YTD | -47.3% | -7.8% | -39.4% | -45.7% |
| 1Y | -48.4% | -4.9% | -43.5% | -49.4% |
| 3Y | -5.4% | +44.5% | -49.9% | -38.0% |
| All | -51.7% | +127.8% | -179.5% | -81.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling