-12.8%
TSLL vs CEG
+109.6%
-122.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.3% | +4.3% | +6.3% |
| 7D | -21.2% | -4.7% | -16.5% | -18.8% |
| 30D | -13.3% | -16.6% | +3.3% | -4.0% |
| 3M | +15.4% | -4.1% | +19.5% | +16.8% |
| 6M | -34.2% | -22.3% | -11.9% | -25.8% |
| YTD | -52.9% | -28.9% | -24.0% | -45.5% |
| 1Y | -54.3% | -28.5% | -25.9% | -47.3% |
| All | -12.8% | +109.6% | -122.3% | -27.6% |
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