-52.1%
TSLL vs TE
-79.3%
+27.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -3.0% | +13.9% | +11.8% |
| 7D | -14.3% | -10.5% | -3.8% | -10.9% |
| 30D | -6.2% | -32.4% | +26.3% | +5.2% |
| 3M | +21.2% | -60.9% | +82.0% | +58.6% |
| 6M | -36.6% | -62.8% | +26.2% | -19.1% |
| YTD | -47.8% | -65.7% | +18.0% | -35.9% |
| 1Y | -45.2% | -39.9% | -5.3% | -45.7% |
| 3Y | -3.3% | +10.6% | -13.9% | -43.0% |
| All | -52.1% | -79.3% | +27.2% | -47.5% |
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