-48.4%
TSLL vs CEG
-26.7%
-21.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.9% | +2.4% |
| 7D | -11.0% | +1.7% | -12.7% | -11.6% |
| 30D | -5.3% | -10.2% | +4.9% | -1.2% |
| 3M | +20.8% | -0.8% | +21.7% | +19.7% |
| 6M | -36.0% | -11.5% | -24.5% | -34.1% |
| YTD | -47.3% | -23.9% | -23.4% | -43.3% |
| 1Y | -48.4% | -25.4% | -23.0% | -44.9% |
| All | -48.4% | -26.7% | -21.8% | -44.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling