-47.2%
TSLL vs DFNS
-100.0%
+52.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -19.4% | +22.7% | +3.6% |
| 7D | +33.0% | -12.7% | +45.6% | +33.1% |
| 30D | +7.7% | -65.2% | +72.9% | +8.9% |
| 3M | +34.7% | -94.6% | +129.3% | +38.7% |
| 6M | -31.5% | -96.2% | +64.7% | -31.4% |
| YTD | -42.4% | -99.6% | +57.2% | -41.1% |
| 1Y | -39.7% | -99.7% | +60.0% | -38.2% |
| 3Y | +3.4% | -100.0% | +103.4% | -7.3% |
| All | -47.2% | -100.0% | +52.8% | -35.1% |
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