-52.1%
TSLL vs EOSE
-36.5%
-15.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +8.0% | +2.9% | +9.4% |
| 7D | -14.3% | +6.8% | -21.1% | -15.4% |
| 30D | -6.2% | -25.4% | +19.2% | -1.8% |
| 3M | +21.2% | -54.7% | +75.9% | +37.5% |
| 6M | -36.6% | -76.5% | +39.9% | -19.5% |
| YTD | -47.8% | -83.6% | +35.8% | -32.6% |
| 1Y | -45.2% | -89.7% | +44.5% | -24.3% |
| 3Y | -3.3% | +38.7% | -42.0% | -15.9% |
| All | -52.1% | -36.5% | -15.6% | -61.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling