-55.4%
TSLL vs EIX
+1.3%
-56.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.8% | -12.7% | -12.1% |
| 7D | +1.9% | -19.1% | +21.0% | +6.6% |
| 30D | +17.8% | -16.9% | +34.7% | +20.8% |
| 3M | -37.0% | -20.0% | -17.0% | -35.1% |
| 6M | -37.7% | -21.3% | -16.4% | -35.3% |
| YTD | -51.4% | -1.7% | -49.7% | -55.9% |
| 1Y | -23.4% | +9.6% | -32.9% | -35.3% |
| 3Y | -30.8% | -3.7% | -27.1% | -42.3% |
| All | -55.4% | +1.3% | -56.7% | -64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling