-60.3%
TSLL vs TTD
-76.1%
+15.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TTD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -3.2% | -18.7% | -20.4% |
| 7D | -28.9% | -1.9% | -27.0% | -28.1% |
| 30D | -21.4% | +7.5% | -28.9% | -24.7% |
| 3M | +5.0% | -32.4% | +37.4% | +22.9% |
| 6M | -36.6% | -47.9% | +11.4% | -17.1% |
| YTD | -56.6% | -66.3% | +9.6% | -30.0% |
| 1Y | -60.9% | -73.1% | +12.3% | -28.3% |
| 3Y | -25.2% | -83.8% | +58.6% | +51.0% |
| All | -60.3% | -76.1% | +15.8% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling