-52.1%
TSLL vs EL
-54.8%
+2.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.8% | +8.1% | +9.5% |
| 7D | -14.3% | +8.0% | -22.3% | -17.2% |
| 30D | -6.2% | +15.4% | -21.6% | -12.7% |
| 3M | +21.2% | +28.5% | -7.3% | +6.1% |
| 6M | -36.6% | +32.2% | -68.8% | -45.3% |
| YTD | -47.8% | +9.2% | -57.0% | -51.9% |
| 1Y | -45.2% | +30.8% | -76.0% | -54.0% |
| 3Y | -3.3% | +3.7% | -6.9% | -23.1% |
| All | -52.1% | -54.8% | +2.7% | -36.4% |
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