-56.8%
TSLL vs DAL
+170.4%
-227.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.2% | +6.5% | +6.5% |
| 7D | -21.2% | +8.8% | -30.0% | -27.6% |
| 30D | -13.3% | +5.4% | -18.7% | -17.7% |
| 3M | +15.4% | -4.9% | +20.3% | +20.3% |
| 6M | -34.2% | +19.8% | -54.1% | -46.3% |
| YTD | -52.9% | +27.0% | -79.9% | -64.5% |
| 1Y | -54.3% | +52.5% | -106.8% | -72.0% |
| 3Y | -18.4% | +173.8% | -192.2% | -73.1% |
| All | -56.8% | +170.4% | -227.3% | -85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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