-54.3%
TSLL vs D
+19.8%
-74.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.5% | +10.1% | +7.7% |
| 7D | -21.2% | +3.0% | -24.2% | -19.6% |
| 30D | -13.3% | +11.5% | -24.8% | -6.9% |
| 3M | +15.4% | +3.7% | +11.7% | +18.7% |
| 6M | -34.2% | +13.5% | -47.8% | -29.1% |
| YTD | -52.9% | +20.7% | -73.6% | -46.3% |
| 1Y | -54.3% | +18.2% | -72.6% | -48.7% |
| All | -54.3% | +19.8% | -74.2% | -48.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling