-47.2%
TSLL vs DG
-43.2%
-4.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.1% | +5.4% | +3.2% |
| 7D | +33.0% | -2.5% | +35.4% | +32.8% |
| 30D | +7.7% | +7.7% | 0.0% | +8.3% |
| 3M | +34.7% | +13.1% | +21.6% | +35.8% |
| 6M | -31.5% | +32.0% | -63.5% | -30.3% |
| YTD | -42.4% | +3.3% | -45.7% | -42.0% |
| 1Y | -39.7% | +31.7% | -71.3% | -38.1% |
| 3Y | +3.4% | +21.7% | -18.3% | +13.1% |
| All | -47.2% | -43.2% | -4.0% | -30.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling