-54.3%
TSLL vs DT
-8.7%
-45.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.6% | +9.2% | +8.9% |
| 7D | -21.2% | -24.7% | +3.5% | -13.8% |
| 30D | -13.3% | -27.4% | +14.1% | -3.9% |
| 3M | +15.4% | -11.1% | +26.5% | +21.3% |
| 6M | -34.2% | +13.7% | -47.9% | -35.4% |
| YTD | -52.9% | +0.2% | -53.1% | -55.2% |
| 1Y | -54.3% | -5.7% | -48.7% | -58.0% |
| All | -54.3% | -8.7% | -45.6% | -58.0% |
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