-44.0%
TSLL vs ED
+24.8%
-68.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.1% | +5.9% | +5.7% |
| 7D | +0.5% | -0.9% | +1.4% | -0.3% |
| 30D | +2.7% | +11.2% | -8.5% | +21.8% |
| 3M | +26.3% | +11.8% | +14.5% | +51.1% |
| 6M | -37.2% | +14.1% | -51.3% | -21.4% |
| YTD | -44.2% | +23.0% | -67.2% | -24.3% |
| 1Y | -44.0% | +23.7% | -67.6% | -25.2% |
| All | -44.0% | +24.8% | -68.8% | -25.2% |
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