-52.0%
TSLL vs TDG
+109.3%
-161.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +1.4% |
| 7D | +5.1% | -2.4% | +7.6% | +7.4% |
| 30D | +20.0% | -8.0% | +28.0% | +29.4% |
| 3M | -23.8% | -10.5% | -13.3% | -17.1% |
| 6M | -30.3% | -11.9% | -18.4% | -24.0% |
| YTD | -47.7% | -15.4% | -32.3% | -41.8% |
| 1Y | -21.2% | -14.2% | -7.0% | -15.7% |
| 3Y | -26.9% | +51.0% | -77.9% | -55.3% |
| All | -52.0% | +109.3% | -161.3% | -80.1% |
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