-46.0%
TSLL vs TE
-16.5%
-29.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -3.5% | -2.8% | -5.4% |
| 7D | -9.4% | +3.8% | -13.2% | -10.7% |
| 30D | +1.6% | -26.2% | +27.8% | +9.3% |
| 3M | +29.4% | -49.7% | +79.1% | +53.3% |
| 6M | -20.1% | -46.5% | +26.3% | -7.0% |
| YTD | -44.5% | -59.1% | +14.6% | -34.0% |
| 1Y | -46.0% | -25.8% | -20.2% | -51.3% |
| All | -46.0% | -16.5% | -29.5% | -51.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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