-33.0%
TSLL vs EIX
+8.9%
-41.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -3.6% |
| 7D | +17.8% | +1.4% | +16.5% | +18.2% |
| 30D | +8.2% | +8.5% | -0.3% | +10.3% |
| 3M | +20.9% | -13.5% | +34.3% | +17.1% |
| 6M | -37.5% | -12.4% | -25.1% | -40.1% |
| YTD | -44.5% | +5.9% | -50.4% | -50.6% |
| 1Y | -33.0% | +7.6% | -40.6% | -40.3% |
| All | -33.0% | +8.9% | -41.8% | -40.3% |
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