-60.3%
TSLL vs EL
-57.0%
-3.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -3.9% | -18.0% | -20.0% |
| 7D | -28.9% | -1.1% | -27.8% | -28.5% |
| 30D | -21.4% | +15.3% | -36.7% | -27.1% |
| 3M | +5.0% | +24.2% | -19.2% | -6.7% |
| 6M | -36.6% | +30.9% | -67.4% | -45.1% |
| YTD | -56.6% | +3.9% | -60.5% | -59.2% |
| 1Y | -60.9% | +19.9% | -80.7% | -65.7% |
| 3Y | -25.2% | +2.5% | -27.7% | -40.3% |
| All | -60.3% | -57.0% | -3.3% | -46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling