-44.0%
TSLL vs DVA
+52.1%
-96.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.4% | +3.4% | +6.1% |
| 7D | +0.5% | -4.8% | +5.2% | -0.1% |
| 30D | +2.7% | +0.9% | +1.7% | +2.9% |
| 3M | +26.3% | +2.9% | +23.4% | +26.6% |
| 6M | -37.2% | -7.8% | -29.4% | -37.0% |
| YTD | -44.2% | +61.5% | -105.8% | -44.5% |
| 1Y | -44.0% | +50.1% | -94.0% | -47.6% |
| All | -44.0% | +52.1% | -96.1% | -47.6% |
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