-49.1%
TSLL vs ICE
+81.5%
-130.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.4% | -4.1% | -4.0% |
| 7D | +17.8% | +3.6% | +14.2% | +15.1% |
| 30D | +8.2% | +15.1% | -6.8% | -2.8% |
| 3M | +20.9% | +15.4% | +5.5% | +8.4% |
| 6M | -37.5% | +16.1% | -53.6% | -44.4% |
| YTD | -44.5% | +11.4% | -55.9% | -50.5% |
| 1Y | -33.0% | +18.5% | -51.4% | -44.7% |
| 3Y | -6.4% | +70.5% | -76.9% | -51.2% |
| All | -49.1% | +81.5% | -130.7% | -75.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling