-60.3%
TSLL vs CEG
+226.8%
-287.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -2.5% | -19.4% | -20.4% |
| 7D | -28.9% | -9.4% | -19.5% | -24.4% |
| 30D | -21.4% | -20.2% | -1.2% | -10.1% |
| 3M | +5.0% | -9.5% | +14.4% | +9.8% |
| 6M | -36.6% | -25.0% | -11.6% | -26.4% |
| YTD | -56.6% | -31.9% | -24.8% | -48.1% |
| 1Y | -60.9% | -33.7% | -27.2% | -52.3% |
| 3Y | -25.2% | +108.7% | -133.9% | -61.1% |
| All | -60.3% | +226.8% | -287.1% | -87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling