-51.9%
TSLL vs DGX
+81.5%
-133.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.7% | +8.6% | +8.0% |
| 7D | +5.8% | -0.3% | +6.1% | +5.8% |
| 30D | +21.7% | -1.2% | +22.9% | +21.9% |
| 3M | -28.2% | +19.9% | -48.1% | -30.8% |
| 6M | -29.5% | +19.2% | -48.7% | -32.0% |
| YTD | -47.5% | +37.5% | -85.0% | -52.0% |
| 1Y | -20.8% | +31.3% | -52.1% | -26.8% |
| 3Y | -26.7% | +96.6% | -123.4% | -42.2% |
| All | -51.9% | +81.5% | -133.4% | -55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling