-55.4%
TSLL vs DE
+111.3%
-166.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.1% | -11.7% | -11.8% |
| 7D | +1.9% | +10.0% | -8.1% | -5.3% |
| 30D | +17.8% | +13.3% | +4.4% | +6.4% |
| 3M | -37.0% | +17.5% | -54.5% | -44.5% |
| 6M | -37.7% | +13.6% | -51.2% | -44.4% |
| YTD | -51.4% | +49.8% | -101.2% | -66.8% |
| 1Y | -23.4% | +47.9% | -71.2% | -47.8% |
| 3Y | -30.8% | +72.5% | -103.3% | -58.6% |
| All | -55.4% | +111.3% | -166.7% | -78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling