-48.9%
TSLL vs DOW
-20.8%
-28.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +3.4% | +2.4% | +3.9% |
| 7D | +0.5% | -0.5% | +1.0% | +1.0% |
| 30D | +2.7% | +15.7% | -13.1% | -5.6% |
| 3M | +26.3% | +5.3% | +21.0% | +22.0% |
| 6M | -37.2% | -14.2% | -23.0% | -32.1% |
| YTD | -44.2% | +43.9% | -88.1% | -63.5% |
| 1Y | -44.0% | +53.1% | -97.0% | -66.2% |
| 3Y | 0.0% | -21.8% | +21.9% | +3.4% |
| All | -48.9% | -20.8% | -28.1% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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