-44.0%
TSLL vs ESI
+23.9%
-67.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.0% | +1.8% | +2.8% |
| 7D | +0.5% | +1.8% | -1.3% | +0.4% |
| 30D | +2.7% | -6.6% | +9.2% | +8.8% |
| 3M | +26.3% | -9.4% | +35.6% | +35.7% |
| 6M | -37.2% | -24.1% | -13.1% | -24.6% |
| YTD | -44.2% | +37.1% | -81.4% | -48.4% |
| 1Y | -44.0% | +24.5% | -68.5% | -45.5% |
| All | -44.0% | +23.9% | -67.8% | -45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling