-56.8%
TSLL vs DE
+105.1%
-162.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.3% | +7.4% | +7.7% |
| 7D | -21.2% | -0.6% | -20.7% | -20.6% |
| 30D | -13.3% | +2.3% | -15.6% | -15.0% |
| 3M | +15.4% | +9.5% | +5.9% | +6.5% |
| 6M | -34.2% | +14.1% | -48.3% | -41.2% |
| YTD | -52.9% | +45.4% | -98.3% | -67.3% |
| 1Y | -54.3% | +42.9% | -97.2% | -67.9% |
| 3Y | -18.4% | +84.8% | -103.2% | -54.1% |
| All | -56.8% | +105.1% | -162.0% | -79.2% |
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