-21.0%
TSLL vs DGX
+31.5%
-52.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.7% | +8.6% | +7.4% |
| 7D | +5.8% | -0.3% | +6.1% | +5.6% |
| 30D | +21.7% | -1.2% | +22.9% | +20.5% |
| 3M | -28.2% | +19.9% | -48.1% | -17.2% |
| 6M | -29.5% | +19.2% | -48.7% | -18.8% |
| YTD | -47.5% | +37.5% | -85.0% | -34.0% |
| All | -21.0% | +31.5% | -52.6% | -0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling