-53.1%
TSLL vs DHI
+83.1%
-136.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | +0.1% | -1.1% |
| 7D | -7.3% | -6.1% | -1.2% | -4.4% |
| 30D | +15.8% | -10.1% | +25.9% | +22.1% |
| 3M | -19.5% | -7.3% | -12.2% | -16.8% |
| 6M | -32.1% | -6.1% | -25.9% | -30.9% |
| YTD | -48.9% | -5.0% | -43.8% | -48.8% |
| 1Y | -23.4% | -22.1% | -1.3% | -15.1% |
| 3Y | -28.6% | +19.2% | -47.8% | -42.1% |
| All | -53.1% | +83.1% | -136.2% | -73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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