-46.0%
TSLL vs DHR
+11.6%
-57.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.1% | -8.4% | -6.1% |
| 7D | -9.4% | +0.4% | -9.8% | -9.4% |
| 30D | +1.6% | +6.2% | -4.6% | +2.2% |
| 3M | +29.4% | +20.8% | +8.6% | +33.4% |
| 6M | -20.1% | +35.5% | -55.7% | -17.9% |
| YTD | -44.5% | +3.2% | -47.7% | -38.1% |
| 1Y | -46.0% | +10.7% | -56.7% | -36.1% |
| All | -46.0% | +11.6% | -57.6% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 1y: compounded portfolio wealth divided by compounded DHR 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…
1y analysis · Full analysis span regression · 6 months rolling