-51.9%
TSLL vs TDG
+112.9%
-164.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.5% | +9.3% | +9.2% |
| 7D | +5.8% | -0.9% | +6.7% | +6.6% |
| 30D | +21.7% | -6.5% | +28.2% | +29.4% |
| 3M | -28.2% | -5.1% | -23.2% | -26.6% |
| 6M | -29.5% | -11.5% | -17.9% | -23.3% |
| YTD | -47.5% | -13.9% | -33.7% | -42.6% |
| 1Y | -20.8% | -11.5% | -9.3% | -18.1% |
| 3Y | -26.7% | +53.7% | -80.4% | -55.9% |
| All | -51.9% | +112.9% | -164.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling