-55.4%
TSLL vs TTD
-73.0%
+17.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -4.4% | -7.5% | -9.7% |
| 7D | +1.9% | +6.3% | -4.4% | -0.9% |
| 30D | +17.8% | -23.9% | +41.7% | +31.7% |
| 3M | -37.0% | -31.4% | -5.6% | -25.6% |
| 6M | -37.7% | -42.7% | +5.0% | -23.6% |
| YTD | -51.4% | -62.0% | +10.6% | -25.0% |
| 1Y | -23.4% | -72.2% | +48.8% | +39.6% |
| 3Y | -30.8% | -81.9% | +51.2% | +34.6% |
| All | -55.4% | -73.0% | +17.6% | -30.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling