-55.4%
TSLL vs DG
-44.0%
-11.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.5% | -13.3% | -11.8% |
| 7D | +1.9% | +8.4% | -6.5% | +2.3% |
| 30D | +17.8% | +4.9% | +12.8% | +17.9% |
| 3M | -37.0% | +29.3% | -66.3% | -36.1% |
| 6M | -37.7% | -11.3% | -26.4% | -38.1% |
| YTD | -51.4% | +1.8% | -53.1% | -51.2% |
| 1Y | -23.4% | +25.3% | -48.7% | -21.8% |
| 3Y | -30.8% | +9.1% | -39.9% | -23.3% |
| All | -55.4% | -44.0% | -11.4% | -41.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling