-33.0%
TSLL vs TDY
+24.0%
-57.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.0% |
| 7D | +17.8% | +4.1% | +13.8% | +12.6% |
| 30D | +8.2% | +5.7% | +2.5% | +4.0% |
| 3M | +20.9% | -4.4% | +25.3% | +28.2% |
| 6M | -37.5% | +1.2% | -38.7% | -37.2% |
| YTD | -44.5% | +26.0% | -70.5% | -48.4% |
| 1Y | -33.0% | +27.4% | -60.3% | -38.1% |
| All | -33.0% | +24.0% | -57.0% | -38.1% |
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 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