-51.9%
TSLL vs DVA
+102.8%
-154.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -2.1% | +10.0% | +8.2% |
| 7D | +5.8% | +2.2% | +3.6% | +5.3% |
| 30D | +21.7% | -2.0% | +23.7% | +21.9% |
| 3M | -28.2% | -6.3% | -22.0% | -28.0% |
| 6M | -29.5% | +19.4% | -48.9% | -32.9% |
| YTD | -47.5% | +58.5% | -106.0% | -53.9% |
| 1Y | -20.8% | +33.9% | -54.6% | -27.3% |
| 3Y | -26.7% | +88.4% | -115.2% | -39.6% |
| All | -51.9% | +102.8% | -154.7% | -64.2% |
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