-55.4%
TSLL vs ESI
+98.7%
-154.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.9% | -14.8% | -15.0% |
| 7D | +1.9% | +3.3% | -1.4% | -1.8% |
| 30D | +17.8% | -5.9% | +23.6% | +24.5% |
| 3M | -37.0% | -14.1% | -22.9% | -26.6% |
| 6M | -37.7% | +6.6% | -44.2% | -45.0% |
| YTD | -51.4% | +45.0% | -96.4% | -71.7% |
| 1Y | -23.4% | +41.5% | -64.8% | -54.6% |
| 3Y | -30.8% | +78.8% | -109.5% | -67.0% |
| All | -55.4% | +98.7% | -154.1% | -81.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling