-55.4%
TSLL vs DGX
+82.7%
-138.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.9% | -10.9% | -11.7% |
| 7D | +1.9% | -2.3% | +4.2% | +2.2% |
| 30D | +17.8% | +0.6% | +17.2% | +17.7% |
| 3M | -37.0% | +21.4% | -58.4% | -39.5% |
| 6M | -37.7% | +14.7% | -52.4% | -39.1% |
| YTD | -51.4% | +38.4% | -89.8% | -55.6% |
| 1Y | -23.4% | +34.0% | -57.3% | -29.6% |
| 3Y | -30.8% | +92.7% | -123.5% | -44.8% |
| All | -55.4% | +82.7% | -138.2% | -58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling