-6.4%
TSLL vs EOSE
+48.1%
-54.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +5.5% | -9.2% | -4.9% |
| 7D | +17.8% | +9.8% | +8.1% | +15.1% |
| 30D | +8.2% | -2.1% | +10.3% | +7.2% |
| 3M | +20.9% | -54.1% | +75.0% | +38.9% |
| 6M | -37.5% | -76.9% | +39.4% | -17.9% |
| YTD | -44.5% | -83.3% | +38.8% | -26.3% |
| 1Y | -33.0% | -87.4% | +54.5% | -7.2% |
| 3Y | -6.4% | +61.9% | -68.2% | -12.9% |
| All | -6.4% | +48.1% | -54.4% | -12.9% |
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 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