-55.4%
TSLL vs TEL
+68.7%
-124.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.4% | -11.5% | -11.3% |
| 7D | +1.9% | +3.0% | -1.1% | -2.0% |
| 30D | +17.8% | -3.9% | +21.7% | +24.2% |
| 3M | -37.0% | -5.1% | -31.9% | -32.0% |
| 6M | -37.7% | +0.6% | -38.3% | -40.9% |
| YTD | -51.4% | -7.3% | -44.1% | -49.5% |
| 1Y | -23.4% | +1.1% | -24.5% | -31.9% |
| 3Y | -30.8% | +63.7% | -94.5% | -71.4% |
| All | -55.4% | +68.7% | -124.1% | -82.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling