-52.1%
TSLL vs DD
+126.3%
-178.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +5.9% | +5.0% | +5.1% |
| 7D | -14.3% | +9.8% | -24.1% | -21.4% |
| 30D | -6.2% | +19.3% | -25.5% | -20.8% |
| 3M | +21.2% | +9.4% | +11.8% | +11.1% |
| 6M | -36.6% | +4.8% | -41.4% | -38.6% |
| YTD | -47.8% | +30.2% | -78.0% | -60.1% |
| 1Y | -45.2% | +32.2% | -77.4% | -59.0% |
| 3Y | -3.3% | +93.1% | -96.4% | -50.5% |
| All | -52.1% | +126.3% | -178.4% | -78.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling