-23.4%
TSLL vs DECK
-30.4%
+7.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.6% | -13.4% | -12.7% |
| 7D | +1.9% | -2.2% | +4.1% | +3.1% |
| 30D | +17.8% | -13.6% | +31.4% | +26.9% |
| 3M | -37.0% | -21.2% | -15.8% | -28.5% |
| 6M | -37.7% | -21.1% | -16.6% | -29.5% |
| YTD | -51.4% | -17.2% | -34.1% | -46.3% |
| 1Y | -23.4% | -30.7% | +7.4% | +16.2% |
| All | -23.4% | -30.4% | +7.0% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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