-24.9%
TSLL vs ESTC
+15.4%
-40.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -6.1% | -15.8% | -19.0% |
| 7D | -28.9% | -18.5% | -10.4% | -21.4% |
| 30D | -21.4% | -11.0% | -10.4% | -16.7% |
| 3M | +5.0% | +20.8% | -15.8% | -4.6% |
| 6M | -36.6% | +67.9% | -104.5% | -51.8% |
| YTD | -56.6% | +11.6% | -68.3% | -60.3% |
| 1Y | -60.9% | -3.3% | -57.6% | -61.8% |
| All | -24.9% | +15.4% | -40.3% | -22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling