-33.0%
TSLL vs TE
-49.1%
+16.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.0% | -0.7% | -2.9% |
| 7D | +17.8% | -19.1% | +36.9% | +24.3% |
| 30D | +8.2% | -34.1% | +42.4% | +20.4% |
| 3M | +20.9% | -60.1% | +81.0% | +52.3% |
| 6M | -37.5% | -66.0% | +28.5% | -17.0% |
| YTD | -44.5% | -71.4% | +26.9% | -25.2% |
| 1Y | -33.0% | -45.3% | +12.3% | -17.5% |
| All | -33.0% | -49.1% | +16.1% | -17.5% |
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