-47.2%
TSLL vs EL
-55.9%
+8.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.6% | +5.0% | +4.2% |
| 7D | +33.0% | +2.7% | +30.3% | +31.4% |
| 30D | +7.7% | +10.8% | -3.1% | +2.1% |
| 3M | +34.7% | +26.5% | +8.3% | +18.8% |
| 6M | -31.5% | +31.1% | -62.6% | -40.6% |
| YTD | -42.4% | +6.6% | -49.0% | -46.3% |
| 1Y | -39.7% | +21.8% | -61.5% | -47.6% |
| 3Y | +3.4% | +1.8% | +1.6% | -17.1% |
| All | -47.2% | -55.9% | +8.7% | -29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling