-46.0%
TSLL vs DUK
+7.9%
-53.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.4% | -8.8% | -2.8% |
| 7D | -9.4% | +4.9% | -14.3% | -2.8% |
| 30D | +1.6% | +13.8% | -12.3% | +23.5% |
| 3M | +29.4% | +5.2% | +24.2% | +39.5% |
| 6M | -20.1% | +3.5% | -23.6% | -13.5% |
| YTD | -44.5% | +13.5% | -58.0% | -34.2% |
| 1Y | -46.0% | +8.3% | -54.3% | -37.2% |
| All | -46.0% | +7.9% | -53.9% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 1y: compounded portfolio wealth divided by compounded DUK 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…
1y analysis · Full analysis span regression · 6 months rolling