-48.9%
TSLL vs DGX
+100.1%
-149.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.7% | +5.8% |
| 7D | +0.5% | +1.2% | -0.7% | +0.4% |
| 30D | +2.7% | +11.2% | -8.5% | +1.5% |
| 3M | +26.3% | +9.3% | +16.9% | +25.0% |
| 6M | -37.2% | +37.4% | -74.5% | -40.8% |
| YTD | -44.2% | +51.6% | -95.8% | -49.6% |
| 1Y | -44.0% | +39.3% | -83.2% | -47.7% |
| 3Y | 0.0% | +106.1% | -106.1% | -20.3% |
| All | -48.9% | +100.1% | -149.0% | -53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling