-23.4%
TSLL vs DT
+4.0%
-27.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.6% | -10.2% | -11.3% |
| 7D | +1.9% | -3.3% | +5.2% | +3.1% |
| 30D | +17.8% | +2.0% | +15.7% | +17.3% |
| 3M | -37.0% | +20.0% | -57.0% | -40.1% |
| 6M | -37.7% | +39.3% | -77.0% | -44.4% |
| YTD | -51.4% | +19.8% | -71.1% | -54.2% |
| 1Y | -23.4% | +4.3% | -27.6% | -24.9% |
| All | -23.4% | +4.0% | -27.4% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 1y: compounded portfolio wealth divided by compounded DT 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…
1y analysis · Full analysis span regression · 6 months rolling