-54.3%
TSLL vs SE
-52.2%
-2.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.1% | +8.5% | +8.6% |
| 7D | -21.2% | +2.0% | -23.2% | -21.3% |
| 30D | -13.3% | -20.0% | +6.7% | -6.7% |
| 3M | +15.4% | -31.8% | +47.2% | +29.9% |
| 6M | -34.2% | -15.9% | -18.4% | -31.7% |
| YTD | -52.9% | -40.6% | -12.3% | -44.6% |
| 1Y | -54.3% | -50.7% | -3.7% | -38.5% |
| All | -54.3% | -52.2% | -2.2% | -38.5% |
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 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