-56.8%
TSLL vs EIX
+7.7%
-64.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.5% | +11.1% | +9.4% |
| 7D | -21.2% | +1.0% | -22.2% | -21.5% |
| 30D | -13.3% | +9.1% | -22.4% | -15.6% |
| 3M | +15.4% | -10.2% | +25.6% | +15.2% |
| 6M | -34.2% | -11.2% | -23.0% | -35.0% |
| YTD | -52.9% | +4.5% | -57.4% | -58.1% |
| 1Y | -54.3% | +10.9% | -65.2% | -60.9% |
| 3Y | -18.4% | +8.4% | -26.8% | -36.2% |
| All | -56.8% | +7.7% | -64.5% | -66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling