-47.2%
TSLL vs CEG
+285.1%
-332.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.8% | +0.6% | +1.7% |
| 7D | +33.0% | +17.8% | +15.1% | +20.9% |
| 30D | +7.7% | -4.5% | +12.2% | +11.1% |
| 3M | +34.7% | +1.5% | +33.2% | +32.0% |
| 6M | -31.5% | -3.5% | -28.0% | -31.2% |
| YTD | -42.4% | -19.7% | -22.7% | -37.3% |
| 1Y | -39.7% | -19.8% | -19.9% | -34.2% |
| 3Y | +3.4% | +136.4% | -133.0% | -49.0% |
| All | -47.2% | +285.1% | -332.2% | -84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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