-44.0%
TSLL vs EL
+25.2%
-69.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.0% | +6.8% | +6.2% |
| 7D | +0.5% | +0.3% | +0.2% | +0.8% |
| 30D | +2.7% | +12.3% | -9.6% | -2.2% |
| 3M | +26.3% | +28.4% | -2.1% | +12.6% |
| 6M | -37.2% | +36.7% | -73.9% | -45.1% |
| YTD | -44.2% | +8.4% | -52.6% | -51.3% |
| 1Y | -44.0% | +25.4% | -69.4% | -57.0% |
| All | -44.0% | +25.2% | -69.2% | -57.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling