-23.4%
TSLL vs TE
+132.3%
-155.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.3% | -13.2% | -12.2% |
| 7D | +1.9% | -4.0% | +5.9% | +2.7% |
| 30D | +17.8% | -15.9% | +33.7% | +21.9% |
| 3M | -37.0% | -60.5% | +23.5% | -24.4% |
| 6M | -37.7% | -35.2% | -2.5% | -33.0% |
| YTD | -51.4% | -31.1% | -20.2% | -48.8% |
| 1Y | -23.4% | +148.6% | -172.0% | -35.7% |
| All | -23.4% | +132.3% | -155.7% | -35.7% |
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