-48.4%
TSLL vs TE
-49.5%
+1.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -9.6% | +10.5% | +3.6% |
| 7D | -11.0% | -26.9% | +15.8% | -2.4% |
| 30D | -5.3% | -38.9% | +33.6% | +7.9% |
| 3M | +20.8% | -61.0% | +81.8% | +54.0% |
| 6M | -36.0% | -66.4% | +30.4% | -15.1% |
| YTD | -47.3% | -69.0% | +21.7% | -31.3% |
| 1Y | -48.4% | -54.0% | +5.6% | -42.0% |
| All | -48.4% | -49.5% | +1.1% | -42.0% |
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