-23.4%
TSLL vs TDY
+11.8%
-35.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.5% | -12.3% | -12.3% |
| 7D | +1.9% | -1.8% | +3.7% | +3.5% |
| 30D | +17.8% | -10.7% | +28.4% | +31.0% |
| 3M | -37.0% | -1.3% | -35.7% | -35.6% |
| 6M | -37.7% | -10.6% | -27.1% | -32.6% |
| YTD | -51.4% | +19.6% | -70.9% | -56.4% |
| 1Y | -23.4% | +11.6% | -35.0% | -21.6% |
| All | -23.4% | +11.8% | -35.1% | -21.6% |
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