-51.9%
TSLL vs DTE
+20.5%
-72.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.9% | +7.0% | +7.5% |
| 7D | +5.8% | +0.9% | +4.9% | +5.5% |
| 30D | +21.7% | -1.9% | +23.6% | +22.5% |
| 3M | -28.2% | -3.3% | -24.9% | -28.1% |
| 6M | -29.5% | -7.1% | -22.3% | -28.1% |
| YTD | -47.5% | +8.1% | -55.7% | -51.1% |
| 1Y | -20.8% | +5.3% | -26.0% | -25.0% |
| 3Y | -26.7% | +48.2% | -74.9% | -43.9% |
| All | -51.9% | +20.5% | -72.5% | -51.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling