-37.7%
TSLL vs DG
-13.1%
-24.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.5% | -13.3% | -12.0% |
| 7D | +1.9% | +8.4% | -6.5% | +0.7% |
| 30D | +17.8% | +4.9% | +12.8% | +16.3% |
| 3M | -37.0% | +29.3% | -66.3% | -38.3% |
| 6M | -37.7% | -11.3% | -26.4% | -28.5% |
| All | -37.7% | -13.1% | -24.5% | -28.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling