-46.0%
TSLL vs DRI
+34.0%
-80.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +5.1% | -11.4% | -4.8% |
| 7D | -9.4% | +6.5% | -15.9% | -7.6% |
| 30D | +1.6% | +16.4% | -14.8% | +6.0% |
| 3M | +29.4% | +13.6% | +15.8% | +34.3% |
| 6M | -20.1% | +22.0% | -42.2% | -16.3% |
| YTD | -44.5% | +29.3% | -73.8% | -40.1% |
| 1Y | -46.0% | +32.0% | -78.0% | -40.5% |
| All | -46.0% | +34.0% | -80.0% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling