-55.4%
TSLL vs DKS
+51.7%
-107.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.4% | -11.4% | -11.6% |
| 7D | +1.9% | +3.0% | -1.1% | +0.5% |
| 30D | +17.8% | -30.5% | +48.3% | +36.3% |
| 3M | -37.0% | -35.7% | -1.3% | -24.3% |
| 6M | -37.7% | -29.7% | -8.0% | -29.1% |
| YTD | -51.4% | -28.9% | -22.5% | -45.5% |
| 1Y | -23.4% | -35.9% | +12.5% | -8.7% |
| 3Y | -30.8% | +28.2% | -58.9% | -35.2% |
| All | -55.4% | +51.7% | -107.2% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 all: compounded portfolio wealth divided by compounded DKS 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…
all analysis · Full analysis span regression · 6 months rolling