-37.0%
TSLL vs TE
-59.0%
+22.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.3% | -13.2% | -12.5% |
| 7D | +1.9% | -4.0% | +5.9% | +3.4% |
| 30D | +17.8% | -15.9% | +33.7% | +26.2% |
| 3M | -37.0% | -60.5% | +23.5% | +12.0% |
| All | -37.0% | -59.0% | +22.0% | +12.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling