-31.5%
TSLL vs TE
-69.7%
+38.2%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -7.5% | +10.9% | +5.8% |
| 7D | +33.0% | -13.6% | +46.6% | +38.9% |
| 30D | +7.7% | -37.7% | +45.4% | +24.9% |
| 3M | +34.7% | -59.8% | +94.5% | +78.3% |
| 6M | -31.5% | -66.3% | +34.8% | -3.3% |
| All | -31.5% | -69.7% | +38.2% | -3.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling