-55.4%
TSLL vs DTE
+19.5%
-74.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.7% | -11.1% | -11.6% |
| 7D | +1.9% | +0.2% | +1.7% | +1.9% |
| 30D | +17.8% | -2.6% | +20.3% | +18.9% |
| 3M | -37.0% | -3.9% | -33.1% | -36.9% |
| 6M | -37.7% | -7.9% | -29.8% | -36.3% |
| YTD | -51.4% | +7.2% | -58.6% | -54.5% |
| 1Y | -23.4% | +3.1% | -26.4% | -26.6% |
| 3Y | -30.8% | +47.6% | -78.4% | -47.1% |
| All | -55.4% | +19.5% | -74.9% | -55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling