-55.4%
TSLL vs EOG
+57.2%
-112.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.5% | -11.3% | -11.7% |
| 7D | +1.9% | +1.3% | +0.6% | +1.3% |
| 30D | +17.8% | +8.2% | +9.6% | +14.2% |
| 3M | -37.0% | +3.8% | -40.8% | -38.7% |
| 6M | -37.7% | +15.3% | -53.0% | -44.1% |
| YTD | -51.4% | +41.7% | -93.1% | -61.7% |
| 1Y | -23.4% | +23.6% | -46.9% | -34.6% |
| 3Y | -30.8% | +23.3% | -54.1% | -41.2% |
| All | -55.4% | +57.2% | -112.6% | -60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling