-55.4%
TSLL vs D
-2.6%
-52.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.4% | -10.4% | -11.6% |
| 7D | +1.9% | +0.4% | +1.5% | +1.9% |
| 30D | +17.8% | -3.6% | +21.3% | +18.4% |
| 3M | -37.0% | -1.0% | -36.0% | -37.2% |
| 6M | -37.7% | +6.3% | -44.0% | -38.9% |
| YTD | -51.4% | +14.7% | -66.1% | -53.3% |
| 1Y | -23.4% | +16.9% | -40.3% | -27.0% |
| 3Y | -30.8% | +56.8% | -87.6% | -41.8% |
| All | -55.4% | -2.6% | -52.8% | -35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling