-20.8%
TSLL vs DG
+18.0%
-38.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -4.0% | +11.9% | +8.1% |
| 7D | +5.8% | -2.5% | +8.2% | +5.9% |
| 30D | +21.7% | +1.0% | +20.7% | +21.1% |
| 3M | -28.2% | +20.3% | -48.5% | -29.1% |
| 6M | -29.5% | -11.7% | -17.7% | -28.4% |
| YTD | -47.5% | -2.3% | -45.2% | -46.8% |
| 1Y | -20.8% | +20.0% | -40.8% | -22.4% |
| All | -20.8% | +18.0% | -38.8% | -22.4% |
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