-49.1%
TSLL vs DD
+124.3%
-173.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.1% |
| 7D | +17.8% | +5.0% | +12.9% | +12.6% |
| 30D | +8.2% | +19.7% | -11.4% | -8.9% |
| 3M | +20.9% | +7.2% | +13.7% | +13.0% |
| 6M | -37.5% | +1.0% | -38.5% | -37.4% |
| YTD | -44.5% | +29.1% | -73.6% | -57.2% |
| 1Y | -33.0% | +28.5% | -61.4% | -48.4% |
| 3Y | -6.4% | +89.4% | -95.8% | -51.4% |
| All | -49.1% | +124.3% | -173.5% | -76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling