-48.9%
TSLL vs TE
-44.1%
-4.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -3.0% | +13.9% | +11.7% |
| 7D | -14.3% | -10.5% | -3.8% | -11.1% |
| 30D | -6.2% | -32.4% | +26.3% | +4.2% |
| 3M | +21.2% | -60.9% | +82.0% | +54.2% |
| 6M | -36.6% | -62.8% | +26.2% | -18.0% |
| YTD | -47.8% | -65.7% | +18.0% | -33.6% |
| All | -48.9% | -44.1% | -4.8% | -44.0% |
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