-54.3%
TSLL vs DE
+43.0%
-97.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.3% | +7.4% | +8.3% |
| 7D | -21.2% | -0.6% | -20.7% | -21.0% |
| 30D | -13.3% | +2.3% | -15.6% | -13.7% |
| 3M | +15.4% | +9.5% | +5.9% | +12.4% |
| 6M | -34.2% | +14.1% | -48.3% | -36.5% |
| YTD | -52.9% | +45.4% | -98.3% | -56.7% |
| 1Y | -54.3% | +42.9% | -97.2% | -57.4% |
| All | -54.3% | +43.0% | -97.3% | -57.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling