-49.1%
TSLL vs DECK
+68.0%
-117.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +6.0% | -12.3% | -10.4% |
| 7D | -9.4% | +10.4% | -19.8% | -15.8% |
| 30D | +1.6% | +11.1% | -9.5% | -6.4% |
| 3M | +29.4% | -10.8% | +40.2% | +38.2% |
| 6M | -20.1% | -8.7% | -11.4% | -16.4% |
| YTD | -44.5% | -14.0% | -30.5% | -40.4% |
| 1Y | -46.0% | +12.0% | -58.0% | -53.0% |
| 3Y | -4.3% | -10.5% | +6.2% | -8.0% |
| All | -49.1% | +68.0% | -117.1% | -74.1% |
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