-48.9%
TSLL vs SE
-12.4%
-36.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.7% | +9.4% | +7.4% |
| 7D | +0.5% | -7.7% | +8.2% | +4.6% |
| 30D | +2.7% | -22.8% | +25.5% | +14.5% |
| 3M | +26.3% | -43.7% | +70.0% | +61.1% |
| 6M | -37.2% | -12.8% | -24.4% | -35.2% |
| YTD | -44.2% | -42.0% | -2.2% | -31.7% |
| 1Y | -44.0% | -48.0% | +4.0% | -28.0% |
| 3Y | 0.0% | +62.7% | -62.7% | -14.9% |
| All | -48.9% | -12.4% | -36.4% | -49.0% |
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