-49.1%
TSLL vs TDG
+126.3%
-175.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -4.9% | -4.8% |
| 7D | +17.8% | +1.7% | +16.1% | +15.9% |
| 30D | +8.2% | +9.7% | -1.4% | -0.6% |
| 3M | +20.9% | -2.3% | +23.2% | +23.3% |
| 6M | -37.5% | +1.3% | -38.8% | -40.1% |
| YTD | -44.5% | -8.5% | -36.0% | -42.6% |
| 1Y | -33.0% | -8.1% | -24.8% | -31.5% |
| 3Y | -6.4% | +43.4% | -49.8% | -38.3% |
| All | -49.1% | +126.3% | -175.4% | -80.4% |
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