-49.1%
TSLL vs DFNS
-100.0%
+50.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.5% | +1.8% | -3.6% |
| 7D | +17.8% | -6.0% | +23.8% | +17.9% |
| 30D | +8.2% | -71.2% | +79.4% | +9.7% |
| 3M | +20.9% | -94.5% | +115.4% | +24.4% |
| 6M | -37.5% | -96.5% | +59.0% | -37.3% |
| YTD | -44.5% | -99.6% | +55.1% | -43.2% |
| 1Y | -33.0% | -99.7% | +66.7% | -31.4% |
| 3Y | -6.4% | -100.0% | +93.6% | -16.0% |
| All | -49.1% | -100.0% | +50.8% | -37.4% |
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