-60.3%
TSLL vs DG
-41.7%
-18.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -2.6% | -19.3% | -22.0% |
| 7D | -28.9% | +6.1% | -35.0% | -28.5% |
| 30D | -21.4% | +11.9% | -33.4% | -20.8% |
| 3M | +5.0% | +9.3% | -4.3% | +5.6% |
| 6M | -36.6% | +19.1% | -55.7% | -35.8% |
| YTD | -56.6% | +5.9% | -62.6% | -56.3% |
| 1Y | -60.9% | +39.8% | -100.7% | -59.7% |
| 3Y | -25.2% | +23.4% | -48.6% | -17.9% |
| All | -60.3% | -41.7% | -18.5% | -47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling