-48.9%
TSLL vs TEL
+77.4%
-126.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.8% | +5.0% | +4.7% |
| 7D | +0.5% | -0.4% | +0.8% | +3.0% |
| 30D | +2.7% | +1.0% | +1.7% | +3.4% |
| 3M | +26.3% | +0.7% | +25.5% | +26.9% |
| 6M | -37.2% | +7.3% | -44.5% | -42.4% |
| YTD | -44.2% | -2.5% | -41.7% | -45.1% |
| 1Y | -44.0% | -10.3% | -33.7% | -37.2% |
| 3Y | 0.0% | +81.1% | -81.1% | -63.9% |
| All | -48.9% | +77.4% | -126.3% | -80.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling