-18.4%
TSLL vs EOSE
-16.7%
-1.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -7.4% | +16.1% | +10.2% |
| 7D | -21.2% | -7.9% | -13.3% | -20.0% |
| 30D | -13.3% | -43.9% | +30.6% | -3.6% |
| 3M | +15.4% | -55.8% | +71.2% | +33.4% |
| 6M | -34.2% | -73.4% | +39.2% | -16.7% |
| YTD | -52.9% | -84.8% | +31.9% | -36.7% |
| 1Y | -54.3% | -88.6% | +34.3% | -36.4% |
| 3Y | -18.4% | -2.8% | -15.6% | -23.8% |
| All | -18.4% | -16.7% | -1.6% | -23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling