-3.8%
TSLL vs ES
+47.6%
-51.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.1% | -8.4% | -6.5% |
| 7D | -9.4% | +5.3% | -14.8% | -9.9% |
| 30D | +1.6% | +8.9% | -7.4% | +0.5% |
| 3M | +29.4% | -1.9% | +31.3% | +29.7% |
| 6M | -20.1% | +3.9% | -24.0% | -21.3% |
| YTD | -44.5% | +8.3% | -52.8% | -45.8% |
| 1Y | -46.0% | -0.1% | -45.9% | -46.6% |
| All | -3.8% | +47.6% | -51.4% | -19.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling