-23.4%
TSLL vs EAT
+37.5%
-60.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.6% | -12.4% | -11.9% |
| 7D | +1.9% | 0.0% | +1.9% | +1.9% |
| 30D | +17.8% | +1.9% | +15.9% | +17.6% |
| 3M | -37.0% | +68.7% | -105.7% | -39.1% |
| 6M | -37.7% | +66.9% | -104.6% | -39.3% |
| YTD | -51.4% | +60.4% | -111.8% | -52.2% |
| 1Y | -23.4% | +44.0% | -67.4% | -24.5% |
| All | -23.4% | +37.5% | -60.8% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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