-60.3%
TSLL vs D
+4.0%
-64.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -0.2% | -21.7% | -21.9% |
| 7D | -28.9% | +6.9% | -35.8% | -29.5% |
| 30D | -21.4% | +12.3% | -33.8% | -22.6% |
| 3M | +5.0% | +3.0% | +1.9% | +4.7% |
| 6M | -36.6% | +12.8% | -49.4% | -38.1% |
| YTD | -56.6% | +22.6% | -79.2% | -58.7% |
| 1Y | -60.9% | +21.7% | -82.5% | -62.7% |
| 3Y | -25.2% | +83.9% | -109.2% | -40.3% |
| All | -60.3% | +4.0% | -64.3% | -43.2% |
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