-56.8%
TSLL vs DOW
-23.5%
-33.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.8% | +10.5% | +9.7% |
| 7D | -21.2% | -9.5% | -11.7% | -16.4% |
| 30D | -13.3% | +13.1% | -26.4% | -19.3% |
| 3M | +15.4% | +4.8% | +10.6% | +11.6% |
| 6M | -34.2% | -16.7% | -17.6% | -27.9% |
| YTD | -52.9% | +38.9% | -91.8% | -68.5% |
| 1Y | -54.3% | +48.3% | -102.6% | -72.0% |
| 3Y | -18.4% | -24.4% | +6.0% | -14.1% |
| All | -56.8% | -23.5% | -33.3% | -54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling