-33.0%
TSLL vs SE
-47.8%
+14.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -4.1% |
| 7D | +17.8% | -0.5% | +18.3% | +18.0% |
| 30D | +8.2% | -20.9% | +29.2% | +16.3% |
| 3M | +20.9% | -38.9% | +59.8% | +41.3% |
| 6M | -37.5% | -19.4% | -18.1% | -33.9% |
| YTD | -44.5% | -40.9% | -3.6% | -36.4% |
| 1Y | -33.0% | -46.2% | +13.2% | -19.6% |
| All | -33.0% | -47.8% | +14.8% | -19.6% |
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