-33.0%
TSLL vs DG
+31.9%
-64.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.3% | -3.4% | -3.7% |
| 7D | +17.8% | +0.3% | +17.5% | +17.8% |
| 30D | +8.2% | +3.2% | +5.0% | +8.4% |
| 3M | +20.9% | +10.4% | +10.4% | +19.8% |
| 6M | -37.5% | +33.2% | -70.7% | -39.0% |
| YTD | -44.5% | +3.0% | -47.5% | -43.5% |
| 1Y | -33.0% | +31.2% | -64.2% | -34.4% |
| All | -33.0% | +31.9% | -64.8% | -34.4% |
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