-46.0%
TSLL vs TDY
+22.9%
-68.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.8% | -1.6% | -1.2% |
| 7D | -9.4% | -5.0% | -4.4% | -4.3% |
| 30D | +1.6% | +2.0% | -0.4% | -0.3% |
| 3M | +29.4% | -7.7% | +37.1% | +40.7% |
| 6M | -20.1% | -0.9% | -19.3% | -19.2% |
| YTD | -44.5% | +23.7% | -68.2% | -53.4% |
| 1Y | -46.0% | +23.6% | -69.6% | -54.7% |
| All | -46.0% | +22.9% | -68.9% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling