-46.0%
TSLL vs DD
+49.3%
-95.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.8% | -4.5% | -5.1% |
| 7D | -9.4% | +8.7% | -18.1% | -14.9% |
| 30D | +1.6% | +15.3% | -13.8% | -8.9% |
| 3M | +29.4% | +5.9% | +23.5% | +23.8% |
| 6M | -20.1% | +11.6% | -31.7% | -25.0% |
| YTD | -44.5% | +26.5% | -71.0% | -49.1% |
| 1Y | -46.0% | +35.4% | -81.4% | -52.7% |
| All | -46.0% | +49.3% | -95.3% | -52.7% |
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