-56.8%
TSLL vs TE
-78.7%
+21.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.5% | +5.1% | +7.6% |
| 7D | -21.2% | -12.6% | -8.6% | -17.5% |
| 30D | -13.3% | -36.7% | +23.4% | -0.8% |
| 3M | +15.4% | -57.5% | +72.9% | +47.4% |
| 6M | -34.2% | -55.2% | +21.0% | -20.9% |
| YTD | -52.9% | -64.7% | +11.8% | -42.7% |
| 1Y | -54.3% | -35.9% | -18.5% | -55.6% |
| 3Y | -18.4% | -31.8% | +13.4% | -44.0% |
| All | -56.8% | -78.7% | +21.8% | -53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling