-48.9%
TSLL vs EIX
+8.6%
-57.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.5% | +6.3% | +5.9% |
| 7D | +0.5% | -2.5% | +3.0% | +1.3% |
| 30D | +2.7% | +7.7% | -5.0% | +0.3% |
| 3M | +26.3% | -12.9% | +39.1% | +28.2% |
| 6M | -37.2% | -12.7% | -24.5% | -37.3% |
| YTD | -44.2% | +5.5% | -49.7% | -50.5% |
| 1Y | -44.0% | +9.4% | -53.3% | -51.4% |
| 3Y | 0.0% | +9.7% | -9.7% | -22.1% |
| All | -48.9% | +8.6% | -57.5% | -60.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling