-48.4%
TSLL vs DFNS
-99.7%
+51.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +12.8% | -11.9% | +0.5% |
| 7D | -11.0% | -37.0% | +25.9% | -9.6% |
| 30D | -5.3% | -63.4% | +58.1% | -2.3% |
| 3M | +20.8% | -94.1% | +114.9% | +30.6% |
| 6M | -36.0% | -96.3% | +60.3% | -10.4% |
| YTD | -47.3% | -99.6% | +52.3% | +7.7% |
| 1Y | -48.4% | -99.7% | +51.3% | +14.1% |
| All | -48.4% | -99.7% | +51.3% | +14.1% |
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 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