-54.3%
TSLL vs DHR
+9.9%
-64.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.7% | +6.9% | +8.6% |
| 7D | -21.2% | -0.9% | -20.4% | -21.1% |
| 30D | -13.3% | +5.4% | -18.7% | -12.7% |
| 3M | +15.4% | +15.3% | 0.0% | +17.9% |
| 6M | -34.2% | +32.1% | -66.4% | -32.3% |
| YTD | -52.9% | +1.2% | -54.1% | -47.5% |
| 1Y | -54.3% | +10.1% | -64.4% | -44.4% |
| All | -54.3% | +9.9% | -64.3% | -44.4% |
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