-54.3%
TSLL vs TTD
-72.9%
+18.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.9% | +7.7% | +8.5% |
| 7D | -21.2% | +5.2% | -26.4% | -21.7% |
| 30D | -13.3% | +6.9% | -20.2% | -14.2% |
| 3M | +15.4% | -26.8% | +42.2% | +19.6% |
| 6M | -34.2% | -46.1% | +11.9% | -28.3% |
| YTD | -52.9% | -65.9% | +13.0% | -36.3% |
| 1Y | -54.3% | -71.8% | +17.5% | -33.9% |
| All | -54.3% | -72.9% | +18.6% | -33.9% |
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 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