-3.8%
TSLL vs DLR
+53.0%
-56.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.6% | -8.9% | -9.1% |
| 7D | -9.4% | +2.8% | -12.3% | -12.6% |
| 30D | +1.6% | +2.8% | -1.2% | -1.9% |
| 3M | +29.4% | -4.0% | +33.4% | +34.1% |
| 6M | -20.1% | -5.6% | -14.5% | -17.3% |
| YTD | -44.5% | +21.9% | -66.4% | -59.0% |
| 1Y | -46.0% | +13.0% | -59.0% | -56.0% |
| All | -3.8% | +53.0% | -56.8% | -42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling