-60.3%
TSLL vs ED
+41.7%
-102.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +0.9% | -22.8% | -21.2% |
| 7D | -28.9% | +5.2% | -34.0% | -26.2% |
| 30D | -21.4% | +15.5% | -37.0% | -13.0% |
| 3M | +5.0% | +13.0% | -8.1% | +14.8% |
| 6M | -36.6% | +13.1% | -49.7% | -29.7% |
| YTD | -56.6% | +25.3% | -81.9% | -49.2% |
| 1Y | -60.9% | +30.5% | -91.4% | -53.2% |
| 3Y | -25.2% | +49.3% | -74.6% | -14.1% |
| All | -60.3% | +41.7% | -102.0% | -52.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling