-46.0%
TSLL vs DAR
+63.3%
-109.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.5% | -3.9% | -6.3% |
| 7D | -9.4% | -5.7% | -3.7% | -9.4% |
| 30D | +1.6% | -16.6% | +18.2% | +1.7% |
| 3M | +29.4% | -13.1% | +42.5% | +28.8% |
| 6M | -20.1% | -18.8% | -1.4% | -21.8% |
| YTD | -44.5% | +45.3% | -89.8% | -41.0% |
| 1Y | -46.0% | +60.6% | -106.6% | -42.3% |
| All | -46.0% | +63.3% | -109.3% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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