-48.9%
TSLL vs DVA
+106.6%
-155.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.4% | +3.4% | +5.5% |
| 7D | +0.5% | -4.8% | +5.2% | +1.0% |
| 30D | +2.7% | +0.9% | +1.7% | +2.0% |
| 3M | +26.3% | +2.9% | +23.4% | +24.7% |
| 6M | -37.2% | -7.8% | -29.4% | -37.2% |
| YTD | -44.2% | +61.5% | -105.8% | -51.4% |
| 1Y | -44.0% | +50.1% | -94.0% | -50.3% |
| 3Y | 0.0% | +121.1% | -121.1% | -21.0% |
| All | -48.9% | +106.6% | -155.5% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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