-3.3%
TSLL vs DGX
+106.2%
-109.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.6% | +9.3% | +10.9% |
| 7D | -14.3% | +3.5% | -17.8% | -14.3% |
| 30D | -6.2% | +12.4% | -18.6% | -6.2% |
| 3M | +21.2% | +9.3% | +11.8% | +21.1% |
| 6M | -36.6% | +39.7% | -76.2% | -38.5% |
| YTD | -47.8% | +52.2% | -99.9% | -51.1% |
| 1Y | -45.2% | +47.1% | -92.3% | -48.3% |
| 3Y | -3.3% | +108.8% | -112.0% | -18.7% |
| All | -3.3% | +106.2% | -109.5% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling