-48.9%
TSLL vs DFNS
-100.0%
+51.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +12.7% | -6.9% | +5.6% |
| 7D | +0.5% | -13.0% | +13.5% | +0.7% |
| 30D | +2.7% | -56.9% | +59.5% | +3.6% |
| 3M | +26.3% | -93.2% | +119.5% | +29.7% |
| 6M | -37.2% | -95.4% | +58.3% | -37.2% |
| YTD | -44.2% | -99.5% | +55.3% | -43.1% |
| 1Y | -44.0% | -99.6% | +55.7% | -42.7% |
| 3Y | 0.0% | -100.0% | +100.0% | -10.5% |
| All | -48.9% | -100.0% | +51.1% | -37.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling