-46.0%
TSLL vs TTD
-72.7%
+26.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.9% | -9.2% | -6.7% |
| 7D | -9.4% | +3.7% | -13.1% | -10.0% |
| 30D | +1.6% | +10.4% | -8.9% | -0.2% |
| 3M | +29.4% | -31.6% | +61.0% | +36.4% |
| 6M | -20.1% | -45.1% | +25.0% | -12.7% |
| YTD | -44.5% | -65.1% | +20.6% | -22.4% |
| 1Y | -46.0% | -72.0% | +26.0% | -14.5% |
| All | -46.0% | -72.7% | +26.6% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TTD.
Daily Out/Under-Performance
Portfolio return minus TTD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTD 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 TTD 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