-51.7%
TSLL vs DG
-42.0%
-9.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.5% | +1.0% |
| 7D | -11.0% | +5.2% | -16.2% | -10.7% |
| 30D | -5.3% | +7.9% | -13.2% | -4.7% |
| 3M | +20.8% | +12.7% | +8.1% | +21.8% |
| 6M | -36.0% | +22.4% | -58.4% | -35.1% |
| YTD | -47.3% | +5.4% | -52.7% | -46.9% |
| 1Y | -48.4% | +39.4% | -87.8% | -46.9% |
| 3Y | -5.4% | +24.1% | -29.6% | +3.6% |
| All | -51.7% | -42.0% | -9.7% | -36.6% |
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