-18.4%
TSLL vs DAR
+11.9%
-30.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.0% | +9.6% | +9.3% |
| 7D | -21.2% | -9.9% | -11.3% | -15.5% |
| 30D | -13.3% | -16.4% | +3.1% | -3.1% |
| 3M | +15.4% | -17.1% | +32.4% | +28.0% |
| 6M | -34.2% | -20.5% | -13.8% | -25.2% |
| YTD | -52.9% | +39.4% | -92.3% | -65.5% |
| 1Y | -54.3% | +57.2% | -111.6% | -70.2% |
| 3Y | -18.4% | +13.9% | -32.2% | -34.4% |
| All | -18.4% | +11.9% | -30.2% | -34.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling