-35.3%
TSLL vs SE
+197.9%
-233.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.9% | -11.0% | -11.4% |
| 7D | +1.9% | -6.1% | +8.0% | +4.9% |
| 30D | +17.8% | -2.5% | +20.2% | +17.8% |
| 3M | -37.0% | +21.7% | -58.7% | -43.6% |
| 6M | -37.7% | +27.0% | -64.7% | -46.5% |
| YTD | -51.4% | -12.1% | -39.2% | -49.8% |
| 1Y | -23.4% | -40.9% | +17.6% | -1.1% |
| All | -35.3% | +197.9% | -233.2% | -52.4% |
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