-56.8%
TSLL vs DTE
+19.7%
-76.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.2% | +8.5% | +8.6% |
| 7D | -21.2% | -0.3% | -20.9% | -21.0% |
| 30D | -13.3% | +6.2% | -19.5% | -15.3% |
| 3M | +15.4% | -2.6% | +18.0% | +16.6% |
| 6M | -34.2% | -3.5% | -30.7% | -34.1% |
| YTD | -52.9% | +7.4% | -60.3% | -55.9% |
| 1Y | -54.3% | +4.2% | -58.6% | -56.5% |
| 3Y | -18.4% | +51.7% | -70.1% | -38.7% |
| All | -56.8% | +19.7% | -76.5% | -56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling