-47.2%
TSLL vs EAT
+576.5%
-623.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.6% | +4.9% | +4.1% |
| 7D | +33.0% | -7.1% | +40.0% | +37.5% |
| 30D | +7.7% | -2.3% | +10.0% | +7.8% |
| 3M | +34.7% | -19.6% | +54.4% | +47.3% |
| 6M | -31.5% | +46.0% | -77.5% | -47.9% |
| YTD | -42.4% | +37.7% | -80.0% | -56.4% |
| 1Y | -39.7% | +73.8% | -113.5% | -61.4% |
| 3Y | +3.4% | +482.1% | -478.7% | -65.6% |
| All | -47.2% | +576.5% | -623.7% | -85.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling