-56.8%
TSLL vs DFNS
-100.0%
+43.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -12.2% | +20.9% | +8.8% |
| 7D | -21.2% | -44.0% | +22.8% | -20.7% |
| 30D | -13.3% | -69.1% | +55.8% | -12.2% |
| 3M | +15.4% | -95.6% | +111.0% | +19.1% |
| 6M | -34.2% | -96.2% | +61.9% | -34.1% |
| YTD | -52.9% | -99.6% | +46.7% | -51.8% |
| 1Y | -54.3% | -99.7% | +45.4% | -53.2% |
| 3Y | -18.4% | -100.0% | +81.6% | -27.8% |
| All | -56.8% | -100.0% | +43.1% | -46.9% |
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