-24.9%
TSLL vs ECL
+81.2%
-106.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -2.9% | -19.0% | -19.5% |
| 7D | -28.9% | +1.7% | -30.5% | -29.5% |
| 30D | -21.4% | +8.9% | -30.3% | -26.6% |
| 3M | +5.0% | +7.4% | -2.4% | -1.1% |
| 6M | -36.6% | +19.3% | -55.9% | -46.4% |
| YTD | -56.6% | +17.4% | -74.1% | -63.3% |
| 1Y | -60.9% | +19.4% | -80.3% | -67.7% |
| All | -24.9% | +81.2% | -106.1% | -54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling