-6.4%
TSLL vs DLTR
+21.5%
-27.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.3% | -1.5% | -3.4% |
| 7D | +17.8% | +5.3% | +12.5% | +17.2% |
| 30D | +8.2% | +13.4% | -5.2% | +6.9% |
| 3M | +20.9% | +6.6% | +14.3% | +19.9% |
| 6M | -37.5% | +59.1% | -96.6% | -41.8% |
| YTD | -44.5% | +12.3% | -56.8% | -45.6% |
| 1Y | -33.0% | +33.9% | -66.8% | -36.1% |
| 3Y | -6.4% | +23.0% | -29.4% | -8.5% |
| All | -6.4% | +21.5% | -27.8% | -8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling