-49.1%
TSLL vs ED
+41.2%
-90.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.4% | -5.1% | -2.8% |
| 7D | +17.8% | +2.1% | +15.8% | +19.6% |
| 30D | +8.2% | +10.4% | -2.2% | +16.5% |
| 3M | +20.9% | +12.5% | +8.3% | +32.0% |
| 6M | -37.5% | +14.9% | -52.4% | -30.1% |
| YTD | -44.5% | +24.8% | -69.3% | -35.0% |
| 1Y | -33.0% | +23.8% | -56.8% | -21.8% |
| 3Y | -6.4% | +51.6% | -58.0% | +6.8% |
| All | -49.1% | +41.2% | -90.3% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling