-56.8%
TSLL vs DASH
+141.5%
-198.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.1% | +8.8% | +8.7% |
| 7D | -21.2% | +0.4% | -21.6% | -21.2% |
| 30D | -13.3% | -6.0% | -7.3% | -9.9% |
| 3M | +15.4% | -15.8% | +31.1% | +28.7% |
| 6M | -34.2% | +7.0% | -41.2% | -41.5% |
| YTD | -52.9% | -20.7% | -32.2% | -46.9% |
| 1Y | -54.3% | -8.5% | -45.8% | -55.2% |
| 3Y | -18.4% | +101.8% | -120.2% | -54.9% |
| All | -56.8% | +141.5% | -198.3% | -81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 10y: compounded portfolio wealth divided by compounded DASH 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…
10y analysis · Full analysis span regression · 6 months rolling