-52.0%
TSLL vs TDY
+51.3%
-103.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +1.7% |
| 7D | +5.1% | -1.8% | +7.0% | +7.2% |
| 30D | +20.0% | -13.8% | +33.7% | +41.8% |
| 3M | -23.8% | -3.9% | -19.9% | -19.6% |
| 6M | -30.3% | -9.0% | -21.3% | -21.8% |
| YTD | -47.7% | +16.5% | -64.2% | -56.7% |
| 1Y | -21.2% | +9.3% | -30.5% | -30.0% |
| 3Y | -26.9% | +45.1% | -72.0% | -50.1% |
| All | -52.0% | +51.3% | -103.3% | -69.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling