-60.3%
TSLL vs ESTC
-2.8%
-57.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -6.1% | -15.8% | -18.7% |
| 7D | -28.9% | -18.5% | -10.4% | -20.7% |
| 30D | -21.4% | -11.0% | -10.4% | -16.3% |
| 3M | +5.0% | +20.8% | -15.8% | -5.7% |
| 6M | -36.6% | +67.9% | -104.5% | -53.2% |
| YTD | -56.6% | +11.6% | -68.3% | -60.9% |
| 1Y | -60.9% | -3.3% | -57.6% | -62.3% |
| 3Y | -25.2% | +16.4% | -41.6% | -39.1% |
| All | -60.3% | -2.8% | -57.5% | -67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling