-52.1%
TSLL vs DLTR
-17.6%
-34.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.6% | +6.3% | +10.0% |
| 7D | -14.3% | -1.0% | -13.3% | -14.0% |
| 30D | -6.2% | +15.7% | -21.8% | -8.7% |
| 3M | +21.2% | +4.8% | +16.4% | +19.7% |
| 6M | -36.6% | +45.6% | -82.2% | -42.2% |
| YTD | -47.8% | +11.6% | -59.3% | -49.5% |
| 1Y | -45.2% | +29.8% | -75.0% | -49.0% |
| 3Y | -3.3% | +20.8% | -24.0% | -7.1% |
| All | -52.1% | -17.6% | -34.6% | -46.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling