-55.4%
TSLL vs DLR
+65.1%
-120.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.3% | -12.2% | -12.2% |
| 7D | +1.9% | +1.6% | +0.3% | +0.5% |
| 30D | +17.8% | -3.4% | +21.1% | +21.4% |
| 3M | -37.0% | +0.5% | -37.5% | -39.3% |
| 6M | -37.7% | +4.6% | -42.2% | -42.3% |
| YTD | -51.4% | +23.4% | -74.8% | -62.9% |
| 1Y | -23.4% | +19.0% | -42.4% | -39.9% |
| 3Y | -30.8% | +56.5% | -87.3% | -56.6% |
| All | -55.4% | +65.1% | -120.6% | -71.3% |
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