-24.9%
TSLL vs DOW
-23.6%
-1.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -2.2% | -19.7% | -20.7% |
| 7D | -28.9% | -4.9% | -24.0% | -26.8% |
| 30D | -21.4% | +13.6% | -35.0% | -26.6% |
| 3M | +5.0% | +9.0% | -4.1% | -0.3% |
| 6M | -36.6% | -19.9% | -16.7% | -28.6% |
| YTD | -56.6% | +41.4% | -98.1% | -71.6% |
| 1Y | -60.9% | +47.4% | -108.2% | -76.0% |
| All | -24.9% | -23.6% | -1.3% | -24.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling