-23.4%
TSLL vs DD
+41.5%
-64.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.4% | -12.2% | -12.1% |
| 7D | +1.9% | -3.5% | +5.4% | +4.4% |
| 30D | +17.8% | -10.3% | +28.1% | +27.3% |
| 3M | -37.0% | -7.5% | -29.5% | -33.0% |
| 6M | -37.7% | -8.0% | -29.7% | -34.1% |
| YTD | -51.4% | +10.5% | -61.8% | -51.3% |
| 1Y | -23.4% | +38.3% | -61.6% | -30.8% |
| All | -23.4% | +41.5% | -64.8% | -30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling