-52.1%
TSLL vs DTE
+22.6%
-74.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.4% | +8.5% | +9.9% |
| 7D | -14.3% | +1.8% | -16.2% | -14.7% |
| 30D | -6.2% | +9.0% | -15.2% | -9.2% |
| 3M | +21.2% | -0.2% | +21.4% | +21.4% |
| 6M | -36.6% | +0.1% | -36.7% | -37.4% |
| YTD | -47.8% | +10.0% | -57.7% | -51.6% |
| 1Y | -45.2% | +4.7% | -49.9% | -47.6% |
| 3Y | -3.3% | +55.7% | -58.9% | -28.1% |
| All | -52.1% | +22.6% | -74.7% | -52.1% |
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