-56.8%
TSLL vs DBX
+46.8%
-103.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -3.1% | +11.7% | +10.8% |
| 7D | -21.2% | -4.4% | -16.8% | -18.9% |
| 30D | -13.3% | +4.8% | -18.1% | -16.8% |
| 3M | +15.4% | +0.3% | +15.0% | +13.1% |
| 6M | -34.2% | +40.4% | -74.6% | -53.7% |
| YTD | -52.9% | +24.7% | -77.6% | -63.4% |
| 1Y | -54.3% | +20.9% | -75.2% | -64.3% |
| 3Y | -18.4% | +34.5% | -52.9% | -44.5% |
| All | -56.8% | +46.8% | -103.6% | -71.6% |
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