-55.4%
TSLL vs DBX
+47.5%
-103.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.4% | -9.4% | -10.0% |
| 7D | +1.9% | -2.4% | +4.3% | +4.2% |
| 30D | +17.8% | -0.5% | +18.2% | +18.5% |
| 3M | -37.0% | +28.1% | -65.1% | -48.8% |
| 6M | -37.7% | +33.1% | -70.8% | -53.4% |
| YTD | -51.4% | +25.3% | -76.7% | -61.6% |
| 1Y | -23.4% | +18.3% | -41.7% | -37.1% |
| 3Y | -30.8% | +25.0% | -55.8% | -48.1% |
| All | -55.4% | +47.5% | -103.0% | -70.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 all: compounded portfolio wealth divided by compounded DBX 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…
all analysis · Full analysis span regression · 6 months rolling