-47.2%
TSLL vs DT
+8.8%
-56.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.5% | +1.9% | +2.3% |
| 7D | +33.0% | +2.7% | +30.2% | +30.6% |
| 30D | +7.7% | -30.4% | +38.1% | +38.4% |
| 3M | +34.7% | -9.4% | +44.1% | +43.4% |
| 6M | -31.5% | +14.5% | -46.0% | -41.1% |
| YTD | -42.4% | +3.6% | -46.0% | -47.1% |
| 1Y | -39.7% | -3.4% | -36.2% | -41.6% |
| 3Y | +3.4% | -11.1% | +14.5% | +6.7% |
| All | -47.2% | +8.8% | -56.0% | -54.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling