-48.9%
TSLL vs TE
-80.8%
+31.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.9% | +2.9% | +4.9% |
| 7D | +0.5% | -22.0% | +22.5% | +9.1% |
| 30D | +2.7% | -33.6% | +36.3% | +15.5% |
| 3M | +26.3% | -61.1% | +87.3% | +65.6% |
| 6M | -37.2% | -64.7% | +27.6% | -18.7% |
| YTD | -44.2% | -68.1% | +23.9% | -30.2% |
| 1Y | -44.0% | -51.7% | +7.7% | -40.4% |
| 3Y | 0.0% | +42.0% | -42.0% | -44.9% |
| All | -48.9% | -80.8% | +31.9% | -42.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling