-51.7%
TSLL vs EOG
+65.1%
-116.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.2% |
| 7D | -11.0% | -2.4% | -8.7% | -10.1% |
| 30D | -5.3% | +2.9% | -8.2% | -6.4% |
| 3M | +20.8% | +7.2% | +13.6% | +17.3% |
| 6M | -36.0% | +18.2% | -54.2% | -41.6% |
| YTD | -47.3% | +48.9% | -96.2% | -59.3% |
| 1Y | -48.4% | +46.7% | -95.1% | -60.1% |
| 3Y | -5.4% | +37.4% | -42.8% | -22.2% |
| All | -51.7% | +65.1% | -116.8% | -58.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling