-18.4%
TSLL vs DUK
+58.6%
-77.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.8% | +10.4% | +6.8% |
| 7D | -21.2% | +0.3% | -21.5% | -20.7% |
| 30D | -13.3% | +10.6% | -23.9% | -3.3% |
| 3M | +15.4% | +4.0% | +11.3% | +21.2% |
| 6M | -34.2% | +3.6% | -37.8% | -29.9% |
| YTD | -52.9% | +11.9% | -64.8% | -46.1% |
| 1Y | -54.3% | +6.7% | -61.0% | -49.6% |
| 3Y | -18.4% | +59.4% | -77.8% | +1.8% |
| All | -18.4% | +58.6% | -77.0% | +1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling