-56.8%
TSLL vs EAT
+607.2%
-664.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.9% | +11.5% | +10.1% |
| 7D | -21.2% | -2.6% | -18.6% | -20.2% |
| 30D | -13.3% | +11.5% | -24.8% | -18.8% |
| 3M | +15.4% | -9.1% | +24.5% | +17.7% |
| 6M | -34.2% | +40.4% | -74.7% | -48.7% |
| YTD | -52.9% | +43.9% | -96.8% | -65.1% |
| 1Y | -54.3% | +101.9% | -156.3% | -73.4% |
| 3Y | -18.4% | +489.9% | -508.2% | -72.9% |
| All | -56.8% | +607.2% | -664.0% | -88.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling