-55.4%
TSLL vs DT
+25.8%
-81.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.6% | -10.2% | -10.7% |
| 7D | +1.9% | -3.3% | +5.2% | +4.8% |
| 30D | +17.8% | +2.0% | +15.7% | +16.3% |
| 3M | -37.0% | +20.0% | -57.0% | -45.0% |
| 6M | -37.7% | +39.3% | -77.0% | -53.8% |
| YTD | -51.4% | +19.8% | -71.1% | -59.3% |
| 1Y | -23.4% | +4.3% | -27.6% | -28.7% |
| 3Y | -30.8% | +7.7% | -38.5% | -37.2% |
| All | -55.4% | +25.8% | -81.3% | -65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling