-20.1%
TSLL vs ED
+11.1%
-31.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.0% | -9.3% | -1.0% |
| 7D | -9.4% | +5.4% | -14.8% | -0.2% |
| 30D | +1.6% | +16.4% | -14.8% | +35.9% |
| 3M | +29.4% | +11.9% | +17.5% | +59.6% |
| 6M | -20.1% | +11.6% | -31.7% | +7.8% |
| All | -20.1% | +11.1% | -31.3% | +7.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling