-56.8%
TSLL vs ESTC
-0.6%
-56.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.2% | +6.4% | +7.5% |
| 7D | -21.2% | -11.5% | -9.7% | -15.6% |
| 30D | -13.3% | -7.5% | -5.8% | -9.3% |
| 3M | +15.4% | +23.1% | -7.7% | +2.7% |
| 6M | -34.2% | +75.3% | -109.5% | -52.5% |
| YTD | -52.9% | +14.1% | -67.0% | -58.0% |
| 1Y | -54.3% | -0.6% | -53.8% | -56.7% |
| 3Y | -18.4% | +20.8% | -39.2% | -34.9% |
| All | -56.8% | -0.6% | -56.2% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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