-44.0%
TSLL vs DUK
+8.3%
-52.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.1% | +5.9% | +5.6% |
| 7D | +0.5% | -0.6% | +1.1% | -0.2% |
| 30D | +2.7% | +9.4% | -6.8% | +18.0% |
| 3M | +26.3% | +5.4% | +20.8% | +37.3% |
| 6M | -37.2% | +4.9% | -42.1% | -31.2% |
| YTD | -44.2% | +12.7% | -57.0% | -34.9% |
| 1Y | -44.0% | +7.8% | -51.7% | -34.2% |
| All | -44.0% | +8.3% | -52.2% | -34.2% |
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