-51.9%
TSLL vs DLTR
-25.5%
-26.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -5.6% | +13.5% | +9.0% |
| 7D | +5.8% | -5.8% | +11.6% | +6.9% |
| 30D | +21.7% | -5.2% | +26.9% | +22.6% |
| 3M | -28.2% | +15.2% | -43.4% | -30.9% |
| 6M | -29.5% | +7.1% | -36.6% | -31.2% |
| YTD | -47.5% | +0.8% | -48.4% | -48.3% |
| 1Y | -20.8% | +24.8% | -45.6% | -25.9% |
| 3Y | -26.7% | +6.9% | -33.6% | -27.5% |
| All | -51.9% | -25.5% | -26.4% | -45.2% |
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