-6.4%
TSLL vs DE
+88.0%
-94.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.2% |
| 7D | +17.8% | +0.3% | +17.6% | +17.7% |
| 30D | +8.2% | +3.6% | +4.7% | +5.8% |
| 3M | +20.9% | +10.2% | +10.6% | +11.7% |
| 6M | -37.5% | +16.6% | -54.1% | -44.6% |
| YTD | -44.5% | +45.8% | -90.3% | -61.8% |
| 1Y | -33.0% | +43.9% | -76.9% | -53.6% |
| 3Y | -6.4% | +89.6% | -96.0% | -48.4% |
| All | -6.4% | +88.0% | -94.4% | -48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling