-39.7%
TSLL vs ESTC
-6.1%
-33.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.0% | +1.4% | +2.6% |
| 7D | +33.0% | +5.8% | +27.2% | +30.4% |
| 30D | +7.7% | -5.6% | +13.3% | +10.3% |
| 3M | +34.7% | +15.4% | +19.3% | +29.6% |
| 6M | -31.5% | +77.8% | -109.3% | -42.1% |
| YTD | -42.4% | +18.1% | -60.4% | -45.8% |
| 1Y | -39.7% | -3.7% | -36.0% | -40.7% |
| All | -39.7% | -6.1% | -33.6% | -40.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling