-60.3%
TSLL vs EIX
+10.4%
-70.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -1.0% | -20.9% | -21.6% |
| 7D | -28.9% | +2.5% | -31.4% | -29.4% |
| 30D | -21.4% | +14.1% | -35.5% | -24.5% |
| 3M | +5.0% | -9.4% | +14.4% | +4.9% |
| 6M | -36.6% | -9.1% | -27.5% | -37.7% |
| YTD | -56.6% | +7.1% | -63.8% | -61.7% |
| 1Y | -60.9% | +13.3% | -74.1% | -66.6% |
| 3Y | -25.2% | +10.9% | -36.1% | -41.8% |
| All | -60.3% | +10.4% | -70.7% | -69.5% |
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