-33.3%
TSLL vs TDY
+48.3%
-81.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.5% | -12.3% | -12.4% |
| 7D | +1.9% | -1.8% | +3.7% | +3.9% |
| 30D | +17.8% | -10.7% | +28.4% | +34.2% |
| 3M | -37.0% | -1.3% | -35.7% | -35.3% |
| 6M | -37.7% | -10.6% | -27.1% | -28.6% |
| YTD | -51.4% | +19.6% | -70.9% | -61.4% |
| 1Y | -23.4% | +11.6% | -35.0% | -34.1% |
| All | -33.3% | +48.3% | -81.6% | -56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling