-24.9%
TSLL vs SE
+64.7%
-89.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -5.7% | -16.2% | -19.0% |
| 7D | -28.9% | -1.2% | -27.7% | -28.1% |
| 30D | -21.4% | -21.7% | +0.2% | -11.3% |
| 3M | +5.0% | -34.2% | +39.2% | +27.9% |
| 6M | -36.6% | -10.5% | -26.1% | -36.0% |
| YTD | -56.6% | -40.7% | -15.9% | -45.4% |
| 1Y | -60.9% | -52.1% | -8.8% | -44.0% |
| All | -24.9% | +64.7% | -89.6% | -27.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling