-47.2%
TSLL vs EOG
+69.6%
-116.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.2% | +2.2% | +2.9% |
| 7D | +33.0% | +7.4% | +25.6% | +29.8% |
| 30D | +7.7% | +2.3% | +5.4% | +6.8% |
| 3M | +34.7% | +9.5% | +25.3% | +29.9% |
| 6M | -31.5% | +17.7% | -49.2% | -37.1% |
| YTD | -42.4% | +52.9% | -95.3% | -55.9% |
| 1Y | -39.7% | +47.7% | -87.4% | -53.1% |
| 3Y | +3.4% | +41.1% | -37.7% | -15.7% |
| All | -47.2% | +69.6% | -116.8% | -54.6% |
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