-52.1%
TSLL vs ESTC
+4.2%
-56.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.9% | +6.1% | +8.4% |
| 7D | -14.3% | -1.2% | -13.1% | -13.0% |
| 30D | -6.2% | -8.1% | +2.0% | -1.4% |
| 3M | +21.2% | +20.2% | +1.0% | +9.3% |
| 6M | -36.6% | +72.7% | -109.3% | -53.7% |
| YTD | -47.8% | +19.6% | -67.4% | -54.5% |
| 1Y | -45.2% | +0.3% | -45.5% | -47.9% |
| 3Y | -3.3% | +22.8% | -26.1% | -23.0% |
| All | -52.1% | +4.2% | -56.4% | -61.8% |
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