-51.7%
TSLL vs ECL
+95.2%
-146.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.2% | +1.1% |
| 7D | -11.0% | +0.4% | -11.5% | -11.0% |
| 30D | -5.3% | +8.6% | -13.9% | -12.3% |
| 3M | +20.8% | +7.9% | +12.9% | +12.0% |
| 6M | -36.0% | +21.0% | -57.0% | -47.7% |
| YTD | -47.3% | +17.5% | -64.8% | -56.2% |
| 1Y | -48.4% | +19.7% | -68.1% | -58.3% |
| 3Y | -5.4% | +77.4% | -82.9% | -49.7% |
| All | -51.7% | +95.2% | -146.9% | -76.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling