-23.4%
TSLL vs DLTR
+29.2%
-52.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.3% | -12.1% | -11.9% |
| 7D | +1.9% | +2.5% | -0.6% | +1.3% |
| 30D | +17.8% | +2.1% | +15.7% | +16.9% |
| 3M | -37.0% | +20.3% | -57.3% | -40.2% |
| 6M | -37.7% | +11.5% | -49.2% | -38.6% |
| YTD | -51.4% | +6.8% | -58.2% | -51.9% |
| 1Y | -23.4% | +31.1% | -54.5% | -37.1% |
| All | -23.4% | +29.2% | -52.6% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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