-46.0%
TSLL vs ECL
+23.8%
-69.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.4% | -9.7% | -7.0% |
| 7D | -9.4% | +7.7% | -17.2% | -11.0% |
| 30D | +1.6% | +13.7% | -12.1% | -1.7% |
| 3M | +29.4% | +11.6% | +17.9% | +25.6% |
| 6M | -20.1% | +23.9% | -44.1% | -26.5% |
| YTD | -44.5% | +21.0% | -65.5% | -46.3% |
| 1Y | -46.0% | +23.1% | -69.1% | -47.5% |
| All | -46.0% | +23.8% | -69.8% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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