-60.3%
TSLL vs DAL
+164.7%
-225.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -4.3% | -17.5% | -17.5% |
| 7D | -28.9% | +4.6% | -33.4% | -32.0% |
| 30D | -21.4% | +2.3% | -23.8% | -23.2% |
| 3M | +5.0% | -8.1% | +13.1% | +13.1% |
| 6M | -36.6% | +21.4% | -58.0% | -48.9% |
| YTD | -56.6% | +24.3% | -81.0% | -66.7% |
| 1Y | -60.9% | +47.4% | -108.2% | -75.2% |
| 3Y | -25.2% | +164.6% | -189.8% | -74.5% |
| All | -60.3% | +164.7% | -225.0% | -86.4% |
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