-46.0%
TSLL vs DG
+45.3%
-91.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +8.5% | -14.8% | -6.2% |
| 7D | -9.4% | +12.3% | -21.7% | -9.4% |
| 30D | +1.6% | +19.3% | -17.7% | +0.7% |
| 3M | +29.4% | +11.9% | +17.5% | +28.4% |
| 6M | -20.1% | +25.0% | -45.1% | -21.8% |
| YTD | -44.5% | +8.7% | -53.2% | -43.9% |
| 1Y | -46.0% | +44.7% | -90.7% | -48.3% |
| All | -46.0% | +45.3% | -91.3% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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