-55.4%
TSLL vs TDG
+116.0%
-171.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.4% | -12.2% | -12.2% |
| 7D | +1.9% | -2.0% | +3.9% | +3.8% |
| 30D | +17.8% | -7.4% | +25.1% | +26.1% |
| 3M | -37.0% | -5.4% | -31.6% | -35.5% |
| 6M | -37.7% | -11.6% | -26.0% | -32.0% |
| YTD | -51.4% | -12.6% | -38.8% | -47.4% |
| 1Y | -23.4% | -9.3% | -14.0% | -22.7% |
| 3Y | -30.8% | +49.2% | -80.0% | -56.9% |
| All | -55.4% | +116.0% | -171.5% | -82.0% |
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