-56.8%
TSLL vs DKS
+55.0%
-111.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.2% | +8.8% | +8.7% |
| 7D | -21.2% | -2.1% | -19.1% | -20.3% |
| 30D | -13.3% | +7.3% | -20.6% | -16.7% |
| 3M | +15.4% | -28.4% | +43.8% | +30.3% |
| 6M | -34.2% | -36.9% | +2.7% | -21.0% |
| YTD | -52.9% | -27.3% | -25.6% | -48.3% |
| 1Y | -54.3% | -33.2% | -21.1% | -47.4% |
| 3Y | -18.4% | +32.2% | -50.5% | -25.2% |
| All | -56.8% | +55.0% | -111.9% | -66.5% |
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