-18.4%
TSLL vs TDG
+58.7%
-77.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.7% | +8.0% | +8.1% |
| 7D | -21.2% | +4.4% | -25.6% | -23.6% |
| 30D | -13.3% | +9.2% | -22.5% | -19.2% |
| 3M | +15.4% | -5.2% | +20.5% | +20.4% |
| 6M | -34.2% | -2.9% | -31.3% | -34.2% |
| YTD | -52.9% | -10.0% | -42.9% | -50.7% |
| 1Y | -54.3% | -5.9% | -48.5% | -55.2% |
| 3Y | -18.4% | +57.6% | -75.9% | -5.2% |
| All | -18.4% | +58.7% | -77.0% | -5.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling