-51.7%
TSLL vs SE
-9.1%
-42.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.6% |
| 7D | -11.0% | 0.0% | -11.1% | -10.6% |
| 30D | -5.3% | -19.4% | +14.1% | +3.7% |
| 3M | +20.8% | -33.1% | +53.9% | +42.1% |
| 6M | -36.0% | -11.4% | -24.5% | -34.4% |
| YTD | -47.3% | -39.8% | -7.5% | -36.4% |
| 1Y | -48.4% | -50.5% | +2.0% | -32.2% |
| 3Y | -5.4% | +68.9% | -74.3% | -20.8% |
| All | -51.7% | -9.1% | -42.6% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 10y: compounded portfolio wealth divided by compounded SE 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…
10y analysis · Full analysis span regression · 6 months rolling