-26.7%
TSLL vs DHI
+21.9%
-48.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -3.0% | +10.9% | +9.3% |
| 7D | +5.8% | -2.0% | +7.8% | +6.8% |
| 30D | +21.7% | -8.3% | +30.0% | +26.7% |
| 3M | -28.2% | -3.7% | -24.5% | -27.5% |
| 6M | -29.5% | -5.4% | -24.1% | -28.7% |
| YTD | -47.5% | -3.0% | -44.6% | -48.0% |
| 1Y | -20.8% | -23.8% | +3.1% | -11.6% |
| 3Y | -26.7% | +21.8% | -48.5% | -43.1% |
| All | -26.7% | +21.9% | -48.7% | -43.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling