-60.3%
TSLL vs ESI
+69.7%
-130.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -8.0% | -13.9% | -13.2% |
| 7D | -28.9% | -13.1% | -15.8% | -16.2% |
| 30D | -21.4% | -18.5% | -2.9% | -0.9% |
| 3M | +5.0% | -19.6% | +24.6% | +32.4% |
| 6M | -36.6% | -29.8% | -6.8% | -7.4% |
| YTD | -56.6% | +23.9% | -80.5% | -69.9% |
| 1Y | -60.9% | +15.0% | -75.8% | -70.6% |
| 3Y | -25.2% | +64.3% | -89.6% | -60.6% |
| All | -60.3% | +69.7% | -130.0% | -80.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling