-6.4%
TSLL vs TEL
+79.6%
-86.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -2.8% |
| 7D | +17.8% | +4.5% | +13.3% | +11.2% |
| 30D | +8.2% | +2.9% | +5.3% | +6.3% |
| 3M | +20.9% | +1.1% | +19.7% | +20.8% |
| 6M | -37.5% | +5.0% | -42.5% | -40.2% |
| YTD | -44.5% | -3.9% | -40.6% | -44.3% |
| 1Y | -33.0% | -7.4% | -25.5% | -29.8% |
| 3Y | -6.4% | +81.0% | -87.4% | -66.9% |
| All | -6.4% | +79.6% | -86.0% | -66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling