-60.3%
TSLL vs ES
-5.5%
-54.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +2.1% | -24.0% | -22.4% |
| 7D | -28.9% | +5.9% | -34.8% | -30.1% |
| 30D | -21.4% | +10.2% | -31.6% | -23.7% |
| 3M | +5.0% | +0.4% | +4.6% | +4.6% |
| 6M | -36.6% | +6.9% | -43.4% | -38.7% |
| YTD | -56.6% | +10.5% | -67.2% | -58.8% |
| 1Y | -60.9% | +3.2% | -64.1% | -62.0% |
| 3Y | -25.2% | +49.0% | -74.3% | -41.9% |
| All | -60.3% | -5.5% | -54.8% | -53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling