-37.0%
TSLL vs EIX
-19.5%
-17.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.8% | -12.7% | -11.4% |
| 7D | +1.9% | -19.1% | +21.0% | -7.1% |
| 30D | +17.8% | -16.9% | +34.7% | +8.8% |
| 3M | -37.0% | -20.0% | -17.0% | -28.8% |
| All | -37.0% | -19.5% | -17.5% | -28.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling