-55.4%
TSLL vs ES
-7.7%
-47.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.6% | -11.3% | -11.7% |
| 7D | +1.9% | +0.3% | +1.6% | +1.8% |
| 30D | +17.8% | -2.0% | +19.7% | +18.3% |
| 3M | -37.0% | +1.7% | -38.7% | -38.0% |
| 6M | -37.7% | -3.5% | -34.1% | -37.4% |
| YTD | -51.4% | +7.9% | -59.3% | -53.3% |
| 1Y | -23.4% | +17.2% | -40.5% | -29.7% |
| 3Y | -30.8% | +29.3% | -60.1% | -41.7% |
| All | -55.4% | -7.7% | -47.8% | -47.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling