-5.9%
TSLL vs EOG
+39.1%
-45.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.5% | +4.3% | +5.1% |
| 7D | +0.5% | +4.6% | -4.1% | -1.2% |
| 30D | +2.7% | +2.9% | -0.2% | +1.2% |
| 3M | +26.3% | +8.0% | +18.3% | +21.1% |
| 6M | -37.2% | +17.0% | -54.2% | -44.1% |
| YTD | -44.2% | +51.1% | -95.3% | -63.2% |
| 1Y | -44.0% | +45.1% | -89.1% | -61.8% |
| All | -5.9% | +39.1% | -45.0% | -30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling