-52.0%
TSLL vs EOSE
+40.2%
-92.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.5% | +3.3% | +0.5% |
| 7D | +5.1% | +15.0% | -9.8% | +2.0% |
| 30D | +20.0% | +2.5% | +17.5% | +18.5% |
| 3M | -23.8% | -33.7% | +10.0% | -18.7% |
| 6M | -30.3% | -32.7% | +2.5% | -26.9% |
| YTD | -47.7% | -63.8% | +16.1% | -40.9% |
| 1Y | -21.2% | -40.5% | +19.4% | -19.3% |
| 3Y | -26.9% | +50.4% | -77.2% | -39.5% |
| All | -52.0% | +40.2% | -92.2% | -66.6% |
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