-37.0%
TSLL vs DG
+25.4%
-62.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.5% | -13.3% | -12.3% |
| 7D | +1.9% | +8.4% | -6.5% | -1.0% |
| 30D | +17.8% | +4.9% | +12.8% | +14.6% |
| 3M | -37.0% | +29.3% | -66.3% | -34.3% |
| All | -37.0% | +25.4% | -62.4% | -34.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling