-52.1%
TSLL vs DVA
+108.9%
-161.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -3.0% | +13.9% | +11.3% |
| 7D | -14.3% | -0.1% | -14.2% | -14.5% |
| 30D | -6.2% | +3.5% | -9.7% | -7.1% |
| 3M | +21.2% | +1.0% | +20.2% | +20.1% |
| 6M | -36.6% | -6.6% | -30.0% | -36.7% |
| YTD | -47.8% | +63.3% | -111.1% | -54.6% |
| 1Y | -45.2% | +50.0% | -95.2% | -51.4% |
| 3Y | -3.3% | +120.1% | -123.3% | -23.4% |
| All | -52.1% | +108.9% | -161.1% | -64.8% |
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 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