-33.0%
TSLL vs ESTC
-3.5%
-29.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -3.3% |
| 7D | +17.8% | +2.4% | +15.4% | +16.9% |
| 30D | +8.2% | -4.2% | +12.5% | +10.4% |
| 3M | +20.9% | +2.5% | +18.4% | +20.7% |
| 6M | -37.5% | +81.5% | -119.0% | -47.3% |
| YTD | -44.5% | +16.8% | -61.3% | -47.5% |
| 1Y | -33.0% | -3.5% | -29.5% | -34.6% |
| All | -33.0% | -3.5% | -29.4% | -34.6% |
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