-55.4%
TSLL vs DECK
+61.7%
-117.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.6% | -13.4% | -12.9% |
| 7D | +1.9% | -2.2% | +4.1% | +3.4% |
| 30D | +17.8% | -13.6% | +31.4% | +30.1% |
| 3M | -37.0% | -21.2% | -15.8% | -25.7% |
| 6M | -37.7% | -21.1% | -16.6% | -26.9% |
| YTD | -51.4% | -17.2% | -34.1% | -45.8% |
| 1Y | -23.4% | -30.7% | +7.4% | -3.5% |
| 3Y | -30.8% | -3.4% | -27.4% | -36.6% |
| All | -55.4% | +61.7% | -117.2% | -76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling