-46.0%
TSLL vs DT
-5.1%
-40.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.5% | -5.8% | -6.2% |
| 7D | -9.4% | -25.5% | +16.1% | -1.8% |
| 30D | +1.6% | -22.3% | +23.9% | +9.0% |
| 3M | +29.4% | +2.3% | +27.1% | +29.5% |
| 6M | -20.1% | +20.7% | -40.9% | -23.1% |
| YTD | -44.5% | +7.9% | -52.4% | -49.2% |
| 1Y | -46.0% | -5.7% | -40.3% | -54.3% |
| All | -46.0% | -5.1% | -40.9% | -54.3% |
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