-46.0%
TSLL vs DTE
+5.6%
-51.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.4% | -8.8% | -5.3% |
| 7D | -9.4% | +4.2% | -13.7% | -7.8% |
| 30D | +1.6% | +10.0% | -8.4% | +5.6% |
| 3M | +29.4% | -2.1% | +31.5% | +28.3% |
| 6M | -20.1% | -4.7% | -15.5% | -22.3% |
| YTD | -44.5% | +9.3% | -53.8% | -48.6% |
| 1Y | -46.0% | +6.6% | -52.6% | -48.3% |
| All | -46.0% | +5.6% | -51.6% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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