-46.0%
TSLL vs ED
+27.1%
-73.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.0% | -9.3% | -1.7% |
| 7D | -9.4% | +5.4% | -14.8% | -1.5% |
| 30D | +1.6% | +16.4% | -14.8% | +29.9% |
| 3M | +29.4% | +11.9% | +17.5% | +55.5% |
| 6M | -20.1% | +11.6% | -31.7% | -1.5% |
| YTD | -44.5% | +24.1% | -68.6% | -18.5% |
| 1Y | -46.0% | +26.9% | -72.9% | -19.2% |
| All | -46.0% | +27.1% | -73.1% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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