-52.1%
TSLL vs ED
+38.1%
-90.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.1% | +11.1% | +10.8% |
| 7D | -14.3% | -0.1% | -14.2% | -14.0% |
| 30D | -6.2% | +11.6% | -17.7% | +1.6% |
| 3M | +21.2% | +10.5% | +10.6% | +30.6% |
| 6M | -36.6% | +13.2% | -49.8% | -29.9% |
| YTD | -47.8% | +22.1% | -69.9% | -39.7% |
| 1Y | -45.2% | +24.2% | -69.4% | -36.3% |
| 3Y | -3.3% | +46.9% | -50.2% | +9.0% |
| All | -52.1% | +38.1% | -90.3% | -43.4% |
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