-51.9%
TSLL vs DE
+107.4%
-159.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.8% | +9.7% | +9.2% |
| 7D | +5.8% | +0.7% | +5.1% | +5.0% |
| 30D | +21.7% | +9.6% | +12.1% | +12.6% |
| 3M | -28.2% | +19.0% | -47.2% | -37.5% |
| 6M | -29.5% | +16.1% | -45.5% | -38.2% |
| YTD | -47.5% | +47.0% | -94.6% | -63.8% |
| 1Y | -20.8% | +43.1% | -63.9% | -44.6% |
| 3Y | -26.7% | +77.5% | -104.2% | -57.2% |
| All | -51.9% | +107.4% | -159.3% | -76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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