-18.4%
TSLL vs DG
+19.3%
-37.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -3.1% | +11.7% | +8.3% |
| 7D | -21.2% | +1.1% | -22.3% | -21.0% |
| 30D | -13.3% | +9.5% | -22.8% | -12.1% |
| 3M | +15.4% | +5.5% | +9.9% | +16.4% |
| 6M | -34.2% | +16.1% | -50.3% | -32.8% |
| YTD | -52.9% | +2.7% | -55.6% | -52.4% |
| 1Y | -54.3% | +42.1% | -96.4% | -51.1% |
| 3Y | -18.4% | +19.3% | -37.6% | -12.5% |
| All | -18.4% | +19.3% | -37.7% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling