-33.3%
TSLL vs DHR
-7.0%
-26.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.6% | -10.3% | -10.9% |
| 7D | +1.9% | -3.9% | +5.8% | +4.3% |
| 30D | +17.8% | +4.0% | +13.8% | +15.6% |
| 3M | -37.0% | +11.5% | -48.5% | -43.0% |
| 6M | -37.7% | +1.9% | -39.5% | -39.6% |
| YTD | -51.4% | -8.9% | -42.5% | -48.4% |
| 1Y | -23.4% | +5.1% | -28.5% | -30.1% |
| All | -33.3% | -7.0% | -26.3% | -41.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling