-52.0%
TSLL vs DGX
+81.4%
-133.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +5.1% | -2.2% | +7.3% | +5.4% |
| 30D | +20.0% | -0.9% | +20.9% | +20.1% |
| 3M | -23.8% | +15.6% | -39.3% | -25.7% |
| 6M | -30.3% | +17.8% | -48.1% | -32.6% |
| YTD | -47.7% | +37.5% | -85.1% | -52.1% |
| 1Y | -21.2% | +31.2% | -52.3% | -27.1% |
| 3Y | -26.9% | +96.6% | -123.5% | -42.3% |
| All | -52.0% | +81.4% | -133.5% | -55.6% |
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