-55.4%
TSLL vs ECL
+77.7%
-133.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.1% | -12.0% | -12.0% |
| 7D | +1.9% | -2.6% | +4.5% | +4.4% |
| 30D | +17.8% | -2.2% | +19.9% | +19.9% |
| 3M | -37.0% | +10.1% | -47.1% | -43.8% |
| 6M | -37.7% | -5.7% | -31.9% | -34.7% |
| YTD | -51.4% | +7.0% | -58.3% | -55.8% |
| 1Y | -23.4% | +2.7% | -26.0% | -28.3% |
| 3Y | -30.8% | +57.7% | -88.5% | -58.6% |
| All | -55.4% | +77.7% | -133.1% | -76.4% |
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 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