-6.4%
TSLL vs DVA
+105.9%
-112.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -3.7% |
| 7D | +17.8% | -8.8% | +26.6% | +18.4% |
| 30D | +8.2% | -3.4% | +11.6% | +8.1% |
| 3M | +20.9% | -2.6% | +23.4% | +20.3% |
| 6M | -37.5% | -11.9% | -25.6% | -37.4% |
| YTD | -44.5% | +53.6% | -98.1% | -50.2% |
| 1Y | -33.0% | +41.9% | -74.8% | -38.7% |
| 3Y | -6.4% | +97.5% | -103.9% | -20.8% |
| All | -6.4% | +105.9% | -112.3% | -20.8% |
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