-60.9%
TSLL vs DECK
+10.4%
-71.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -1.5% | -20.4% | -21.3% |
| 7D | -28.9% | +6.0% | -34.9% | -30.6% |
| 30D | -21.4% | +7.4% | -28.9% | -23.9% |
| 3M | +5.0% | -11.7% | +16.6% | +10.6% |
| 6M | -36.6% | -11.0% | -25.6% | -32.9% |
| YTD | -56.6% | -15.4% | -41.3% | -53.4% |
| 1Y | -60.9% | +7.2% | -68.1% | -55.8% |
| All | -60.9% | +10.4% | -71.3% | -55.8% |
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