-24.9%
TSLL vs DRI
+68.1%
-93.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -0.8% | -21.0% | -21.4% |
| 7D | -28.9% | +3.7% | -32.6% | -30.5% |
| 30D | -21.4% | +13.5% | -34.9% | -27.7% |
| 3M | +5.0% | +10.4% | -5.4% | -2.8% |
| 6M | -36.6% | +19.5% | -56.1% | -46.0% |
| YTD | -56.6% | +28.2% | -84.9% | -66.8% |
| 1Y | -60.9% | +31.0% | -91.9% | -70.9% |
| All | -24.9% | +68.1% | -93.0% | -52.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling