-56.8%
TSLL vs EOG
+60.3%
-117.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.5% | +7.1% | +8.1% |
| 7D | -21.2% | -11.1% | -10.1% | -18.0% |
| 30D | -13.3% | +2.7% | -16.0% | -14.3% |
| 3M | +15.4% | +8.8% | +6.6% | +11.3% |
| 6M | -34.2% | +10.8% | -45.0% | -38.4% |
| YTD | -52.9% | +44.6% | -97.5% | -63.3% |
| 1Y | -54.3% | +44.6% | -98.9% | -64.7% |
| 3Y | -18.4% | +29.5% | -47.9% | -31.8% |
| All | -56.8% | +60.3% | -117.2% | -62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling