-37.2%
TSLL vs TDG
+2.2%
-39.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.6% | +4.2% | +5.2% |
| 7D | +0.5% | +2.3% | -1.8% | -0.2% |
| 30D | +2.7% | +11.2% | -8.5% | +0.8% |
| 3M | +26.3% | +0.2% | +26.0% | +23.9% |
| 6M | -37.2% | +3.9% | -41.0% | -39.3% |
| All | -37.2% | +2.2% | -39.3% | -39.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling