-60.9%
TSLL vs ES
+1.7%
-62.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +2.1% | -24.0% | -21.2% |
| 7D | -28.9% | +5.9% | -34.8% | -27.6% |
| 30D | -21.4% | +10.2% | -31.6% | -19.3% |
| 3M | +5.0% | +0.4% | +4.6% | +5.9% |
| 6M | -36.6% | +6.9% | -43.4% | -36.3% |
| YTD | -56.6% | +10.5% | -67.2% | -56.5% |
| 1Y | -60.9% | +3.2% | -64.1% | -60.7% |
| All | -60.9% | +1.7% | -62.6% | -60.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling