-33.0%
TSLL vs DLR
+13.8%
-46.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.9% | -1.8% | -2.4% |
| 7D | +17.8% | +3.3% | +14.5% | +15.5% |
| 30D | +8.2% | +4.6% | +3.7% | +6.9% |
| 3M | +20.9% | -8.3% | +29.1% | +26.7% |
| 6M | -37.5% | -5.6% | -31.9% | -34.7% |
| YTD | -44.5% | +18.7% | -63.2% | -48.3% |
| 1Y | -33.0% | +17.1% | -50.1% | -37.1% |
| All | -33.0% | +13.8% | -46.8% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 1y: compounded portfolio wealth divided by compounded DLR 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…
1y analysis · Full analysis span regression · 6 months rolling