-54.3%
TSLL vs TE
-42.6%
-11.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.5% | +5.1% | +7.6% |
| 7D | -21.2% | -12.6% | -8.6% | -17.7% |
| 30D | -13.3% | -36.7% | +23.4% | -2.0% |
| 3M | +15.4% | -57.5% | +72.9% | +43.8% |
| 6M | -34.2% | -55.2% | +21.0% | -18.8% |
| YTD | -52.9% | -64.7% | +11.8% | -40.9% |
| 1Y | -54.3% | -35.9% | -18.5% | -54.5% |
| All | -54.3% | -42.6% | -11.8% | -54.5% |
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 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