-46.0%
TSLL vs EOG
+45.9%
-91.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -5.2% | -1.1% | -9.7% |
| 7D | -9.4% | -8.6% | -0.8% | -14.8% |
| 30D | +1.6% | +2.8% | -1.2% | +4.1% |
| 3M | +29.4% | +3.2% | +26.2% | +33.2% |
| 6M | -20.1% | +5.3% | -25.5% | -12.2% |
| YTD | -44.5% | +44.5% | -89.0% | -30.3% |
| 1Y | -46.0% | +44.2% | -90.2% | -31.1% |
| All | -46.0% | +45.9% | -91.9% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 1y: compounded portfolio wealth divided by compounded EOG 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…
1y analysis · Full analysis span regression · 6 months rolling