-49.1%
TSLL vs DHR
-6.4%
-42.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -4.0% |
| 7D | +17.8% | +1.2% | +16.6% | +16.9% |
| 30D | +8.2% | +3.7% | +4.5% | +6.2% |
| 3M | +20.9% | +14.5% | +6.4% | +10.8% |
| 6M | -37.5% | +40.9% | -78.4% | -54.0% |
| YTD | -44.5% | +2.4% | -46.9% | -46.3% |
| 1Y | -33.0% | +6.1% | -39.1% | -37.5% |
| 3Y | -6.4% | +21.0% | -27.4% | -31.1% |
| All | -49.1% | -6.4% | -42.8% | -48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling