-3.8%
TSLL vs DASH
+114.7%
-118.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +8.3% | -14.7% | -12.4% |
| 7D | -9.4% | +17.2% | -26.6% | -20.5% |
| 30D | +1.6% | +3.6% | -2.0% | -3.0% |
| 3M | +29.4% | -1.9% | +31.3% | +26.8% |
| 6M | -20.1% | +15.1% | -35.2% | -33.8% |
| YTD | -44.5% | -12.3% | -32.2% | -41.3% |
| 1Y | -46.0% | -17.2% | -28.8% | -41.2% |
| All | -3.8% | +114.7% | -118.5% | -55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling