-54.3%
TSLL vs EIX
+10.4%
-64.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.5% | +11.1% | +8.1% |
| 7D | -21.2% | +1.0% | -22.2% | -21.0% |
| 30D | -13.3% | +9.1% | -22.4% | -11.5% |
| 3M | +15.4% | -10.2% | +25.6% | +11.3% |
| 6M | -34.2% | -11.2% | -23.0% | -37.6% |
| YTD | -52.9% | +4.5% | -57.4% | -57.1% |
| 1Y | -54.3% | +10.9% | -65.2% | -57.8% |
| All | -54.3% | +10.4% | -64.8% | -57.8% |
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