-56.8%
TSLL vs ES
-8.2%
-48.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.9% | +11.5% | +9.3% |
| 7D | -21.2% | +1.9% | -23.1% | -21.8% |
| 30D | -13.3% | +7.1% | -20.4% | -15.3% |
| 3M | +15.4% | -1.9% | +17.3% | +15.5% |
| 6M | -34.2% | +4.4% | -38.6% | -36.2% |
| YTD | -52.9% | +7.3% | -60.2% | -54.9% |
| 1Y | -54.3% | +2.1% | -56.5% | -55.8% |
| 3Y | -18.4% | +41.8% | -60.2% | -35.4% |
| All | -56.8% | -8.2% | -48.7% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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