-46.0%
TSLL vs EOSE
-85.5%
+39.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +12.6% | -19.0% | -9.3% |
| 7D | -9.4% | +9.7% | -19.2% | -11.9% |
| 30D | +1.6% | -34.6% | +36.1% | +11.0% |
| 3M | +29.4% | -50.8% | +80.2% | +50.1% |
| 6M | -20.1% | -66.5% | +46.3% | +0.2% |
| YTD | -44.5% | -81.3% | +36.8% | -25.9% |
| 1Y | -46.0% | -84.8% | +38.8% | -28.5% |
| All | -46.0% | -85.5% | +39.5% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling