-56.8%
TSLL vs TDG
+122.5%
-179.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.7% | +8.0% | +8.0% |
| 7D | -21.2% | +4.4% | -25.6% | -23.9% |
| 30D | -13.3% | +9.2% | -22.5% | -20.0% |
| 3M | +15.4% | -5.2% | +20.5% | +20.9% |
| 6M | -34.2% | -2.9% | -31.3% | -34.3% |
| YTD | -52.9% | -10.0% | -42.9% | -50.5% |
| 1Y | -54.3% | -5.9% | -48.5% | -55.0% |
| 3Y | -18.4% | +57.6% | -75.9% | -51.9% |
| All | -56.8% | +122.5% | -179.4% | -83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling