-56.8%
TSLL vs ECL
+91.8%
-148.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.7% | +10.3% | +10.2% |
| 7D | -21.2% | -0.8% | -20.5% | -20.4% |
| 30D | -13.3% | +8.1% | -21.4% | -19.5% |
| 3M | +15.4% | +6.4% | +9.0% | +8.3% |
| 6M | -34.2% | +14.8% | -49.0% | -43.5% |
| YTD | -52.9% | +15.5% | -68.4% | -60.2% |
| 1Y | -54.3% | +20.1% | -74.5% | -63.4% |
| 3Y | -18.4% | +77.8% | -96.1% | -56.9% |
| All | -56.8% | +91.8% | -148.6% | -78.8% |
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