-37.0%
TSLL vs DASH
+36.2%
-73.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -4.6% | -7.2% | -10.1% |
| 7D | +1.9% | -10.6% | +12.5% | +6.0% |
| 30D | +17.8% | +2.2% | +15.6% | +15.0% |
| 3M | -37.0% | +32.3% | -69.3% | -42.8% |
| All | -37.0% | +36.2% | -73.2% | -42.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling