-52.1%
TSLL vs DE
+111.1%
-163.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.9% | +8.0% | +8.8% |
| 7D | -14.3% | +3.5% | -17.9% | -16.0% |
| 30D | -6.2% | +11.3% | -17.5% | -13.1% |
| 3M | +21.2% | +11.6% | +9.6% | +10.5% |
| 6M | -36.6% | +20.9% | -57.4% | -45.5% |
| YTD | -47.8% | +49.7% | -97.4% | -64.4% |
| 1Y | -45.2% | +49.5% | -94.7% | -62.8% |
| 3Y | -3.3% | +94.7% | -97.9% | -47.5% |
| All | -52.1% | +111.1% | -163.3% | -77.3% |
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