-20.8%
TSLL vs DVA
+31.4%
-52.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -2.1% | +10.0% | +7.7% |
| 7D | +5.8% | +2.2% | +3.6% | +5.9% |
| 30D | +21.7% | -2.0% | +23.7% | +21.7% |
| 3M | -28.2% | -6.3% | -22.0% | -28.2% |
| 6M | -29.5% | +19.4% | -48.9% | -27.9% |
| YTD | -47.5% | +58.5% | -106.0% | -46.1% |
| 1Y | -20.8% | +33.9% | -54.6% | -17.4% |
| All | -20.8% | +31.4% | -52.2% | -17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling