-56.8%
TSLL vs DT
+5.3%
-62.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.6% | +9.2% | +9.1% |
| 7D | -21.2% | -24.7% | +3.5% | -4.3% |
| 30D | -13.3% | -27.4% | +14.1% | +7.9% |
| 3M | +15.4% | -11.1% | +26.5% | +24.2% |
| 6M | -34.2% | +13.7% | -47.9% | -43.4% |
| YTD | -52.9% | +0.2% | -53.1% | -55.8% |
| 1Y | -54.3% | -5.7% | -48.7% | -55.3% |
| 3Y | -18.4% | -8.1% | -10.3% | -18.4% |
| All | -56.8% | +5.3% | -62.2% | -62.2% |
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