-51.7%
TSLL vs TTD
-71.2%
+19.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | -0.7% |
| 7D | -11.0% | +19.9% | -30.9% | -18.4% |
| 30D | -5.3% | +27.6% | -32.9% | -16.4% |
| 3M | +20.8% | +15.2% | +5.7% | +11.6% |
| 6M | -36.0% | -33.2% | -2.8% | -26.0% |
| YTD | -47.3% | -59.4% | +12.1% | -22.2% |
| 1Y | -48.4% | -64.4% | +15.9% | -18.6% |
| 3Y | -5.4% | -75.9% | +70.5% | +58.0% |
| All | -51.7% | -71.2% | +19.5% | -27.9% |
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