-49.1%
TSLL vs DTE
+23.8%
-73.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -3.9% |
| 7D | +17.8% | +3.4% | +14.4% | +16.3% |
| 30D | +8.2% | +8.9% | -0.6% | +4.8% |
| 3M | +20.9% | +1.1% | +19.8% | +20.4% |
| 6M | -37.5% | +0.1% | -37.6% | -38.3% |
| YTD | -44.5% | +11.1% | -55.6% | -48.8% |
| 1Y | -33.0% | +4.9% | -37.9% | -36.0% |
| 3Y | -6.4% | +58.6% | -64.9% | -31.1% |
| All | -49.1% | +23.8% | -73.0% | -49.4% |
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