-52.1%
TSLL vs EAT
+596.8%
-648.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -1.5% | +12.4% | +11.6% |
| 7D | -14.3% | -3.9% | -10.4% | -12.7% |
| 30D | -6.2% | +5.0% | -11.1% | -9.4% |
| 3M | +21.2% | -9.6% | +30.8% | +23.8% |
| 6M | -36.6% | +46.8% | -83.3% | -51.7% |
| YTD | -47.8% | +41.8% | -89.6% | -61.1% |
| 1Y | -45.2% | +98.3% | -143.5% | -67.8% |
| 3Y | -3.3% | +503.1% | -506.3% | -68.4% |
| All | -52.1% | +596.8% | -648.9% | -87.4% |
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