-24.9%
TSLL vs EAT
+503.3%
-528.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -3.5% | -18.4% | -20.2% |
| 7D | -28.9% | -3.3% | -25.6% | -27.7% |
| 30D | -21.4% | +11.7% | -33.1% | -26.1% |
| 3M | +5.0% | -5.9% | +10.9% | +5.4% |
| 6M | -36.6% | +46.7% | -83.3% | -51.5% |
| YTD | -56.6% | +48.2% | -104.8% | -68.3% |
| 1Y | -60.9% | +105.4% | -166.3% | -77.8% |
| All | -24.9% | +503.3% | -528.2% | -71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling