-52.1%
TSLL vs EIX
+9.0%
-61.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.3% | +9.6% | +10.5% |
| 7D | -14.3% | +0.7% | -15.0% | -14.5% |
| 30D | -6.2% | +8.8% | -14.9% | -8.6% |
| 3M | +21.2% | -10.9% | +32.1% | +21.8% |
| 6M | -36.6% | -10.3% | -26.3% | -37.5% |
| YTD | -47.8% | +5.8% | -53.6% | -53.7% |
| 1Y | -45.2% | +11.4% | -56.6% | -53.0% |
| 3Y | -3.3% | +11.1% | -14.3% | -25.2% |
| All | -52.1% | +9.0% | -61.2% | -63.1% |
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