-55.4%
TSLL vs DVA
+107.2%
-162.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.3% | -13.1% | -12.1% |
| 7D | +1.9% | +1.8% | +0.1% | +1.5% |
| 30D | +17.8% | -2.5% | +20.3% | +18.2% |
| 3M | -37.0% | -4.3% | -32.8% | -37.1% |
| 6M | -37.7% | +18.9% | -56.5% | -40.6% |
| YTD | -51.4% | +61.9% | -113.3% | -57.4% |
| 1Y | -23.4% | +35.7% | -59.1% | -29.8% |
| 3Y | -30.8% | +78.6% | -109.4% | -42.0% |
| All | -55.4% | +107.2% | -162.6% | -66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling