-5.9%
TSLL vs DHR
+22.2%
-28.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.3% | +6.1% | +6.0% |
| 7D | +0.5% | +0.2% | +0.3% | +1.0% |
| 30D | +2.7% | +6.4% | -3.7% | -0.3% |
| 3M | +26.3% | +13.6% | +12.6% | +18.3% |
| 6M | -37.2% | +41.9% | -79.0% | -51.6% |
| YTD | -44.2% | +3.4% | -47.6% | -44.6% |
| 1Y | -44.0% | +9.9% | -53.8% | -47.6% |
| All | -5.9% | +22.2% | -28.1% | -33.2% |
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