-33.3%
TSLL vs DVA
+85.7%
-119.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.3% | -13.1% | -12.0% |
| 7D | +1.9% | +1.8% | +0.1% | +1.6% |
| 30D | +17.8% | -2.5% | +20.3% | +18.1% |
| 3M | -37.0% | -4.3% | -32.8% | -37.1% |
| 6M | -37.7% | +18.9% | -56.5% | -39.9% |
| YTD | -51.4% | +61.9% | -113.3% | -56.3% |
| 1Y | -23.4% | +35.7% | -59.1% | -28.0% |
| All | -33.3% | +85.7% | -119.0% | -40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling