-46.0%
TSLL vs EAT
+109.8%
-155.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +6.3% | -12.6% | -6.4% |
| 7D | -9.4% | -0.1% | -9.3% | -9.4% |
| 30D | +1.6% | +13.5% | -12.0% | +1.1% |
| 3M | +29.4% | +1.0% | +28.4% | +28.3% |
| 6M | -20.1% | +57.3% | -77.4% | -25.0% |
| YTD | -44.5% | +53.6% | -98.1% | -47.1% |
| 1Y | -46.0% | +110.8% | -156.8% | -46.9% |
| All | -46.0% | +109.8% | -155.9% | -46.9% |
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