+5.0%
TSLL vs TTD
-34.4%
+39.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -3.2% | -18.7% | -21.8% |
| 7D | -28.9% | -1.9% | -27.0% | -28.7% |
| 30D | -21.4% | +7.5% | -28.9% | -21.3% |
| 3M | +5.0% | -32.4% | +37.4% | +6.6% |
| All | +5.0% | -34.4% | +39.4% | +6.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling