-51.7%
TSLL vs DGX
+99.9%
-151.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -11.0% | +4.6% | -15.6% | -11.4% |
| 30D | -5.3% | +11.9% | -17.2% | -6.4% |
| 3M | +20.8% | +9.2% | +11.7% | +19.7% |
| 6M | -36.0% | +39.0% | -75.0% | -39.9% |
| YTD | -47.3% | +51.4% | -98.7% | -52.3% |
| 1Y | -48.4% | +42.6% | -91.0% | -52.4% |
| 3Y | -5.4% | +105.9% | -111.4% | -24.7% |
| All | -51.7% | +99.9% | -151.6% | -55.8% |
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