-51.7%
TSLL vs DRI
+110.1%
-161.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.3% |
| 7D | -11.0% | +4.2% | -15.2% | -13.7% |
| 30D | -5.3% | +15.7% | -21.0% | -15.1% |
| 3M | +20.8% | +5.8% | +15.1% | +14.3% |
| 6M | -36.0% | +18.4% | -54.4% | -46.1% |
| YTD | -47.3% | +28.2% | -75.5% | -60.3% |
| 1Y | -48.4% | +35.9% | -84.3% | -63.8% |
| 3Y | -5.4% | +67.7% | -73.2% | -43.9% |
| All | -51.7% | +110.1% | -161.8% | -79.2% |
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