-51.7%
TSLL vs ED
+39.2%
-90.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.2% | +1.4% |
| 7D | -11.0% | +2.1% | -13.1% | -9.4% |
| 30D | -5.3% | +12.4% | -17.7% | +3.1% |
| 3M | +20.8% | +13.1% | +7.7% | +32.2% |
| 6M | -36.0% | +14.1% | -50.1% | -28.9% |
| YTD | -47.3% | +23.1% | -70.3% | -38.9% |
| 1Y | -48.4% | +25.4% | -73.9% | -39.7% |
| 3Y | -5.4% | +47.9% | -53.3% | +7.1% |
| All | -51.7% | +39.2% | -90.9% | -42.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling