-51.7%
TSLL vs DHI
+102.2%
-153.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.7% | +2.6% |
| 7D | -11.0% | +3.1% | -14.1% | -12.9% |
| 30D | -5.3% | +11.0% | -16.3% | -11.1% |
| 3M | +20.8% | +2.1% | +18.7% | +18.0% |
| 6M | -36.0% | +1.7% | -37.7% | -37.9% |
| YTD | -47.3% | +4.9% | -52.1% | -50.4% |
| 1Y | -48.4% | +4.8% | -53.2% | -51.6% |
| 3Y | -5.4% | +25.9% | -31.3% | -25.7% |
| All | -51.7% | +102.2% | -153.8% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling