-5.9%
TSLL vs EFX
+5.0%
-10.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.7% | +5.7% |
| 7D | +0.5% | -2.0% | +2.5% | +1.3% |
| 30D | +2.7% | +27.9% | -25.2% | -13.3% |
| 3M | +26.3% | +3.8% | +22.4% | +21.5% |
| 6M | -37.2% | +13.0% | -50.2% | -45.0% |
| YTD | -44.2% | -12.4% | -31.9% | -41.0% |
| 1Y | -44.0% | -10.4% | -33.6% | -42.3% |
| All | -5.9% | +5.0% | -10.9% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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