-55.4%
TSLL vs ED
+25.2%
-80.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.3% | -10.5% | -12.7% |
| 7D | +1.9% | -0.2% | +2.1% | +1.7% |
| 30D | +17.8% | -0.1% | +17.9% | +17.9% |
| 3M | -37.0% | +3.9% | -40.9% | -34.8% |
| 6M | -37.7% | -3.0% | -34.6% | -37.5% |
| YTD | -51.4% | +10.7% | -62.1% | -47.8% |
| 1Y | -23.4% | +13.3% | -36.7% | -16.5% |
| 3Y | -30.8% | +34.5% | -65.3% | -27.7% |
| All | -55.4% | +25.2% | -80.6% | -51.0% |
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