-3.3%
TSLL vs DLR
+53.1%
-56.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.4% | +7.5% | +7.1% |
| 7D | -14.3% | +2.4% | -16.7% | -15.5% |
| 30D | -6.2% | +0.7% | -6.9% | -5.9% |
| 3M | +21.2% | -6.4% | +27.6% | +31.1% |
| 6M | -36.6% | -6.5% | -30.0% | -32.7% |
| YTD | -47.8% | +18.8% | -66.6% | -59.7% |
| 1Y | -45.2% | +9.0% | -54.3% | -52.6% |
| 3Y | -3.3% | +54.5% | -57.7% | -39.0% |
| All | -3.3% | +53.1% | -56.4% | -39.0% |
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