-37.7%
TSLL vs DASH
+20.0%
-57.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -4.6% | -7.2% | -10.3% |
| 7D | +1.9% | -10.6% | +12.5% | +5.6% |
| 30D | +17.8% | +2.2% | +15.6% | +16.3% |
| 3M | -37.0% | +32.3% | -69.3% | -42.8% |
| 6M | -37.7% | +19.1% | -56.8% | -35.4% |
| All | -37.7% | +20.0% | -57.6% | -35.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling