-55.4%
TSLL vs DOW
-28.3%
-27.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -3.0% | -8.8% | -10.1% |
| 7D | +1.9% | -2.4% | +4.3% | +3.3% |
| 30D | +17.8% | +0.4% | +17.4% | +16.9% |
| 3M | -37.0% | -14.4% | -22.6% | -31.8% |
| 6M | -37.7% | -7.0% | -30.7% | -41.1% |
| YTD | -51.4% | +30.2% | -81.6% | -66.2% |
| 1Y | -23.4% | +29.2% | -52.6% | -47.7% |
| 3Y | -30.8% | -36.7% | +5.9% | -17.8% |
| All | -55.4% | -28.3% | -27.1% | -51.3% |
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