-46.0%
TSLL vs DFNS
-99.6%
+53.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -18.3% | +12.0% | -5.7% |
| 7D | -9.4% | -27.7% | +18.2% | -8.5% |
| 30D | +1.6% | -58.0% | +59.5% | +4.4% |
| 3M | +29.4% | -94.0% | +123.4% | +40.1% |
| 6M | -20.1% | -94.6% | +74.4% | +10.4% |
| YTD | -44.5% | -99.4% | +54.9% | +22.5% |
| 1Y | -46.0% | -99.6% | +53.6% | +34.8% |
| All | -46.0% | -99.6% | +53.6% | +34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 DFNS 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