-36.6%
TSLL vs ESI
-29.0%
-7.5%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -8.0% | -13.9% | -14.0% |
| 7D | -28.9% | -13.1% | -15.8% | -17.7% |
| 30D | -21.4% | -18.5% | -2.9% | -4.0% |
| 3M | +5.0% | -19.6% | +24.6% | +29.1% |
| 6M | -36.6% | -29.8% | -6.8% | -10.8% |
| All | -36.6% | -29.0% | -7.5% | -10.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling