-23.4%
TSLL vs DTE
+3.0%
-26.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.7% | -11.1% | -12.1% |
| 7D | +1.9% | +0.2% | +1.7% | +1.9% |
| 30D | +17.8% | -2.6% | +20.3% | +16.8% |
| 3M | -37.0% | -3.9% | -33.1% | -39.1% |
| 6M | -37.7% | -7.9% | -29.8% | -39.1% |
| YTD | -51.4% | +7.2% | -58.6% | -55.2% |
| 1Y | -23.4% | +3.1% | -26.4% | -27.5% |
| All | -23.4% | +3.0% | -26.4% | -27.5% |
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