-54.3%
TSLL vs DAR
+54.9%
-109.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.0% | +9.6% | +8.7% |
| 7D | -21.2% | -9.9% | -11.3% | -20.9% |
| 30D | -13.3% | -16.4% | +3.1% | -12.9% |
| 3M | +15.4% | -17.1% | +32.4% | +15.3% |
| 6M | -34.2% | -20.5% | -13.8% | -35.0% |
| YTD | -52.9% | +39.4% | -92.3% | -49.9% |
| 1Y | -54.3% | +57.2% | -111.6% | -51.1% |
| All | -54.3% | +54.9% | -109.2% | -51.1% |
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