-55.4%
TSLL vs DRI
+97.7%
-153.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.5% | -11.3% | -11.5% |
| 7D | +1.9% | +0.6% | +1.3% | +1.3% |
| 30D | +17.8% | +3.8% | +13.9% | +13.5% |
| 3M | -37.0% | +13.0% | -50.0% | -44.7% |
| 6M | -37.7% | +8.3% | -46.0% | -43.7% |
| YTD | -51.4% | +20.6% | -72.0% | -61.5% |
| 1Y | -23.4% | +6.5% | -29.8% | -31.4% |
| 3Y | -30.8% | +53.7% | -84.5% | -55.7% |
| All | -55.4% | +97.7% | -153.1% | -79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling