-46.0%
TSLL vs EIX
+18.9%
-64.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.1% | -9.4% | -5.6% |
| 7D | -9.4% | +4.5% | -13.9% | -8.5% |
| 30D | +1.6% | +15.2% | -13.6% | +4.9% |
| 3M | +29.4% | -11.6% | +41.0% | +25.7% |
| 6M | -20.1% | -8.4% | -11.8% | -23.7% |
| YTD | -44.5% | +8.2% | -52.7% | -50.7% |
| 1Y | -46.0% | +16.6% | -62.6% | -52.9% |
| All | -46.0% | +18.9% | -64.9% | -52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 1y: compounded portfolio wealth divided by compounded EIX 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…
1y analysis · Full analysis span regression · 6 months rolling