-55.4%
TSLL vs EFX
-14.0%
-41.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -6.4% | -5.5% | -7.1% |
| 7D | +1.9% | -8.6% | +10.5% | +9.3% |
| 30D | +17.8% | +0.1% | +17.7% | +18.0% |
| 3M | -37.0% | +3.8% | -40.9% | -40.7% |
| 6M | -37.7% | -13.5% | -24.2% | -32.9% |
| YTD | -51.4% | -17.7% | -33.7% | -46.0% |
| 1Y | -23.4% | -25.6% | +2.2% | -6.8% |
| 3Y | -30.8% | -12.1% | -18.7% | -30.0% |
| All | -55.4% | -14.0% | -41.4% | -51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling