-37.7%
TSLL vs EOSE
-37.3%
-0.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +10.9% | -22.7% | -15.6% |
| 7D | +1.9% | +19.0% | -17.1% | -5.8% |
| 30D | +17.8% | +1.6% | +16.2% | +15.6% |
| 3M | -37.0% | -52.0% | +15.0% | -20.9% |
| 6M | -37.7% | -42.5% | +4.8% | -21.3% |
| All | -37.7% | -37.3% | -0.4% | -21.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling