-20.8%
TSLL vs EOSE
-40.3%
+19.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +10.8% | -3.0% | +4.8% |
| 7D | +5.8% | +41.4% | -35.7% | -5.6% |
| 30D | +21.7% | +3.6% | +18.1% | +19.1% |
| 3M | -28.2% | -35.7% | +7.5% | -20.6% |
| 6M | -29.5% | -29.9% | +0.4% | -25.3% |
| YTD | -47.5% | -62.5% | +14.9% | -38.6% |
| 1Y | -20.8% | -37.4% | +16.6% | -48.6% |
| All | -20.8% | -40.3% | +19.5% | -48.6% |
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 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