-55.4%
TSLL vs DAL
+147.9%
-203.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.8% | -13.7% | -13.7% |
| 7D | +1.9% | +0.1% | +1.8% | +1.3% |
| 30D | +17.8% | -13.9% | +31.7% | +36.1% |
| 3M | -37.0% | +1.1% | -38.1% | -38.3% |
| 6M | -37.7% | +26.2% | -63.9% | -51.8% |
| YTD | -51.4% | +16.4% | -67.8% | -59.9% |
| 1Y | -23.4% | +33.9% | -57.2% | -46.8% |
| 3Y | -30.8% | +93.4% | -124.2% | -67.4% |
| All | -55.4% | +147.9% | -203.4% | -83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling