-48.4%
TSLL vs TDY
+25.1%
-73.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.4% |
| 7D | -11.0% | -2.6% | -8.4% | -7.2% |
| 30D | -5.3% | +5.3% | -10.6% | -8.9% |
| 3M | +20.8% | -6.4% | +27.2% | +31.0% |
| 6M | -36.0% | +4.0% | -40.0% | -36.9% |
| YTD | -47.3% | +26.5% | -73.8% | -55.5% |
| 1Y | -48.4% | +24.2% | -72.7% | -55.7% |
| All | -48.4% | +25.1% | -73.5% | -55.7% |
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