-55.4%
TSLL vs DASH
+184.6%
-240.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -4.6% | -7.2% | -8.3% |
| 7D | +1.9% | -10.6% | +12.5% | +11.2% |
| 30D | +17.8% | +2.2% | +15.6% | +15.2% |
| 3M | -37.0% | +32.3% | -69.3% | -50.4% |
| 6M | -37.7% | +19.1% | -56.8% | -48.0% |
| YTD | -51.4% | -6.5% | -44.9% | -50.8% |
| 1Y | -23.4% | -14.9% | -8.5% | -18.3% |
| 3Y | -30.8% | +151.9% | -182.7% | -67.5% |
| All | -55.4% | +184.6% | -240.0% | -82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling