-49.1%
TSLL vs DRI
+110.2%
-159.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -4.0% |
| 7D | +17.8% | +1.1% | +16.8% | +17.1% |
| 30D | +8.2% | +9.7% | -1.5% | +1.0% |
| 3M | +20.9% | +3.2% | +17.7% | +16.9% |
| 6M | -37.5% | +20.6% | -58.1% | -48.0% |
| YTD | -44.5% | +28.3% | -72.8% | -58.3% |
| 1Y | -33.0% | +34.5% | -67.5% | -52.4% |
| 3Y | -6.4% | +66.5% | -72.9% | -44.0% |
| All | -49.1% | +110.2% | -159.3% | -78.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling