-55.4%
TSLL vs ESTC
+6.0%
-61.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -4.5% | -7.4% | -9.6% |
| 7D | +1.9% | -8.1% | +10.0% | +6.6% |
| 30D | +17.8% | +31.7% | -13.9% | +0.9% |
| 3M | -37.0% | +41.1% | -78.1% | -48.0% |
| 6M | -37.7% | +77.1% | -114.7% | -55.6% |
| YTD | -51.4% | +21.7% | -73.1% | -58.2% |
| 1Y | -23.4% | +8.4% | -31.7% | -31.7% |
| 3Y | -30.8% | +23.6% | -54.4% | -46.2% |
| All | -55.4% | +6.0% | -61.5% | -64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling