-51.9%
TSLL vs DUK
+30.6%
-82.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.8% | +7.0% | +8.2% |
| 7D | +5.8% | +0.7% | +5.1% | +6.0% |
| 30D | +21.7% | -2.0% | +23.7% | +20.8% |
| 3M | -28.2% | +0.2% | -28.4% | -27.9% |
| 6M | -29.5% | -6.9% | -22.6% | -30.1% |
| YTD | -47.5% | +6.1% | -53.7% | -46.7% |
| 1Y | -20.8% | +4.4% | -25.2% | -19.8% |
| 3Y | -26.7% | +49.1% | -75.8% | -34.3% |
| All | -51.9% | +30.6% | -82.5% | -49.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling