-56.8%
TSLL vs D
+2.5%
-59.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.5% | +10.1% | +8.8% |
| 7D | -21.2% | +3.0% | -24.2% | -21.5% |
| 30D | -13.3% | +11.5% | -24.8% | -14.6% |
| 3M | +15.4% | +3.7% | +11.7% | +14.9% |
| 6M | -34.2% | +13.5% | -47.8% | -36.0% |
| YTD | -52.9% | +20.7% | -73.6% | -55.0% |
| 1Y | -54.3% | +18.2% | -72.6% | -56.2% |
| 3Y | -18.4% | +73.3% | -91.7% | -33.3% |
| All | -56.8% | +2.5% | -59.3% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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