+29.4%
TSLL vs EL
+33.3%
-3.9%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +6.3% | -12.6% | -7.6% |
| 7D | -9.4% | +2.5% | -11.9% | -9.8% |
| 30D | +1.6% | +20.1% | -18.5% | -5.7% |
| 3M | +29.4% | +29.3% | +0.1% | +11.7% |
| All | +29.4% | +33.3% | -3.9% | +11.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling