-55.4%
TSLL vs DAR
-9.5%
-45.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.9% | -11.0% | -11.3% |
| 7D | +1.9% | +1.4% | +0.5% | +0.9% |
| 30D | +17.8% | +12.8% | +5.0% | +7.4% |
| 3M | -37.0% | +7.4% | -44.4% | -40.6% |
| 6M | -37.7% | +22.3% | -59.9% | -47.5% |
| YTD | -51.4% | +81.1% | -132.5% | -69.5% |
| 1Y | -23.4% | +106.5% | -129.9% | -57.6% |
| 3Y | -30.8% | +5.3% | -36.1% | -40.3% |
| All | -55.4% | -9.5% | -45.9% | -56.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling