-51.7%
TSLL vs TEL
+76.0%
-127.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.6% |
| 7D | -11.0% | -0.9% | -10.1% | -8.1% |
| 30D | -5.3% | -0.2% | -5.0% | -3.0% |
| 3M | +20.8% | +2.0% | +18.8% | +19.1% |
| 6M | -36.0% | +6.4% | -42.4% | -40.7% |
| YTD | -47.3% | -3.2% | -44.0% | -47.5% |
| 1Y | -48.4% | -11.2% | -37.3% | -41.4% |
| 3Y | -5.4% | +79.8% | -85.2% | -65.6% |
| All | -51.7% | +76.0% | -127.7% | -81.5% |
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