+5.0%
TSLL vs DAR
-17.1%
+22.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -3.1% | -18.8% | -21.2% |
| 7D | -28.9% | -8.1% | -20.8% | -28.3% |
| 30D | -21.4% | -17.1% | -4.3% | -21.0% |
| 3M | +5.0% | -12.3% | +17.3% | +6.8% |
| All | +5.0% | -17.1% | +22.1% | +6.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling