-56.8%
TSLL vs ESI
+73.0%
-129.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.9% | +6.7% | +6.6% |
| 7D | -21.2% | -8.5% | -12.7% | -12.0% |
| 30D | -13.3% | -15.7% | +2.4% | +5.5% |
| 3M | +15.4% | -18.2% | +33.6% | +43.2% |
| 6M | -34.2% | -28.8% | -5.4% | -5.2% |
| YTD | -52.9% | +26.3% | -79.2% | -68.0% |
| 1Y | -54.3% | +18.2% | -72.6% | -66.8% |
| 3Y | -18.4% | +68.1% | -86.5% | -57.9% |
| All | -56.8% | +73.0% | -129.8% | -78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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