-51.9%
TSLL vs TDY
+53.8%
-105.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.9% | +8.8% | +8.9% |
| 7D | +5.8% | -0.9% | +6.7% | +6.7% |
| 30D | +21.7% | -12.5% | +34.2% | +41.4% |
| 3M | -28.2% | -1.2% | -27.0% | -26.8% |
| 6M | -29.5% | -6.6% | -22.9% | -23.2% |
| YTD | -47.5% | +18.5% | -66.0% | -57.5% |
| 1Y | -20.8% | +10.8% | -31.5% | -30.7% |
| 3Y | -26.7% | +47.5% | -74.2% | -50.9% |
| All | -51.9% | +53.8% | -105.7% | -69.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling