-56.8%
TSLL vs DLR
+53.7%
-110.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.3% | +8.9% | +8.9% |
| 7D | -21.2% | -3.6% | -17.6% | -17.6% |
| 30D | -13.3% | -3.5% | -9.8% | -9.3% |
| 3M | +15.4% | -8.9% | +24.3% | +27.6% |
| 6M | -34.2% | -11.6% | -22.7% | -26.6% |
| YTD | -52.9% | +14.9% | -67.8% | -60.9% |
| 1Y | -54.3% | +6.4% | -60.8% | -58.7% |
| 3Y | -18.4% | +47.3% | -65.6% | -45.0% |
| All | -56.8% | +53.7% | -110.6% | -69.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling