-56.8%
TSLL vs DRI
+108.0%
-164.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.0% | +9.7% | +9.3% |
| 7D | -21.2% | +2.8% | -24.0% | -22.9% |
| 30D | -13.3% | +13.3% | -26.6% | -21.2% |
| 3M | +15.4% | +8.2% | +7.2% | +7.1% |
| 6M | -34.2% | +17.5% | -51.8% | -44.4% |
| YTD | -52.9% | +26.9% | -79.8% | -64.4% |
| 1Y | -54.3% | +31.6% | -85.9% | -67.1% |
| 3Y | -18.4% | +67.0% | -85.3% | -51.5% |
| All | -56.8% | +108.0% | -164.9% | -81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling