-46.0%
TSLL vs ICE
+21.0%
-67.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.3% | -8.7% | -5.5% |
| 7D | -9.4% | +12.2% | -21.6% | -5.6% |
| 30D | +1.6% | +15.0% | -13.4% | +6.4% |
| 3M | +29.4% | +17.6% | +11.8% | +37.2% |
| 6M | -20.1% | +12.6% | -32.7% | -12.0% |
| YTD | -44.5% | +9.1% | -53.6% | -39.7% |
| 1Y | -46.0% | +20.6% | -66.6% | -36.2% |
| All | -46.0% | +21.0% | -67.0% | -36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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