-44.0%
TSLL vs SE
-53.5%
+9.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -3.7% | +9.4% | +7.0% |
| 7D | +0.5% | -7.7% | +8.2% | +3.7% |
| 30D | +2.7% | -22.8% | +25.5% | +11.5% |
| 3M | +26.3% | -43.7% | +70.0% | +52.6% |
| 6M | -37.2% | -12.8% | -24.4% | -36.0% |
| YTD | -44.2% | -42.0% | -2.2% | -35.1% |
| 1Y | -44.0% | -48.0% | +4.0% | -29.7% |
| All | -44.0% | -53.5% | +9.5% | -29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling