-56.8%
TSLL vs DD
+113.7%
-170.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.1% | +7.5% | +7.6% |
| 7D | -21.2% | +4.6% | -25.8% | -24.4% |
| 30D | -13.3% | +11.8% | -25.1% | -22.2% |
| 3M | +15.4% | +2.2% | +13.2% | +12.7% |
| 6M | -34.2% | -1.6% | -32.6% | -32.5% |
| YTD | -52.9% | +23.0% | -75.9% | -62.0% |
| 1Y | -54.3% | +26.9% | -81.3% | -64.7% |
| 3Y | -18.4% | +77.9% | -96.3% | -55.2% |
| All | -56.8% | +113.7% | -170.6% | -79.3% |
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 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