-52.1%
TSLL vs DG
-42.3%
-9.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.2% | +8.7% | +11.0% |
| 7D | -14.3% | +0.7% | -15.0% | -14.2% |
| 30D | -6.2% | +7.4% | -13.6% | -5.6% |
| 3M | +21.2% | +8.5% | +12.7% | +21.9% |
| 6M | -36.6% | +21.9% | -58.4% | -35.7% |
| YTD | -47.8% | +4.9% | -52.7% | -47.4% |
| 1Y | -45.2% | +40.4% | -85.6% | -43.5% |
| 3Y | -3.3% | +23.5% | -26.7% | +6.0% |
| All | -52.1% | -42.3% | -9.8% | -37.2% |
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