-60.3%
TSLL vs ECL
+95.1%
-155.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -2.9% | -19.0% | -19.1% |
| 7D | -28.9% | +1.7% | -30.5% | -29.7% |
| 30D | -21.4% | +8.9% | -30.3% | -27.4% |
| 3M | +5.0% | +7.4% | -2.4% | -2.2% |
| 6M | -36.6% | +19.3% | -55.9% | -47.5% |
| YTD | -56.6% | +17.4% | -74.1% | -63.9% |
| 1Y | -60.9% | +19.4% | -80.3% | -68.3% |
| 3Y | -25.2% | +80.5% | -105.7% | -61.0% |
| All | -60.3% | +95.1% | -155.3% | -80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling