-51.9%
TSLL vs TEL
+65.7%
-117.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.8% | +9.6% | +10.3% |
| 7D | +5.8% | -1.4% | +7.2% | +7.9% |
| 30D | +21.7% | -4.9% | +26.6% | +29.8% |
| 3M | -28.2% | +0.1% | -28.3% | -28.4% |
| 6M | -29.5% | +0.4% | -29.8% | -33.2% |
| YTD | -47.5% | -8.9% | -38.6% | -44.2% |
| 1Y | -20.8% | -0.3% | -20.5% | -28.4% |
| 3Y | -26.7% | +67.6% | -94.3% | -70.9% |
| All | -51.9% | +65.7% | -117.7% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded TEL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling