-55.4%
TSLL vs EL
-58.5%
+3.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +3.0% | -14.8% | -13.3% |
| 7D | +1.9% | +0.8% | +1.1% | +1.3% |
| 30D | +17.8% | +19.8% | -2.1% | +7.2% |
| 3M | -37.0% | +25.7% | -62.7% | -43.7% |
| 6M | -37.7% | +5.4% | -43.1% | -40.2% |
| YTD | -51.4% | +0.2% | -51.6% | -53.1% |
| 1Y | -23.4% | +20.4% | -43.8% | -33.4% |
| 3Y | -30.8% | -32.1% | +1.4% | -31.6% |
| All | -55.4% | -58.5% | +3.1% | -38.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling