-35.3%
TSLL vs CEG
+186.0%
-221.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +4.9% | -16.7% | -14.5% |
| 7D | +1.9% | +8.0% | -6.1% | -3.1% |
| 30D | +17.8% | +12.9% | +4.8% | +9.4% |
| 3M | -37.0% | +13.2% | -50.2% | -41.7% |
| 6M | -37.7% | -7.0% | -30.7% | -36.8% |
| YTD | -51.4% | -15.0% | -36.4% | -48.8% |
| 1Y | -23.4% | -2.7% | -20.6% | -25.4% |
| All | -35.3% | +186.0% | -221.4% | -59.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling