-52.1%
TSLL vs ICE
+77.0%
-129.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.0% | +9.9% | +10.2% |
| 7D | -14.3% | +1.0% | -15.3% | -14.9% |
| 30D | -6.2% | +11.4% | -17.6% | -13.8% |
| 3M | +21.2% | +16.2% | +5.0% | +8.0% |
| 6M | -36.6% | +12.5% | -49.1% | -42.2% |
| YTD | -47.8% | +8.6% | -56.3% | -52.6% |
| 1Y | -45.2% | +18.4% | -63.6% | -55.4% |
| 3Y | -3.3% | +66.4% | -69.7% | -48.8% |
| All | -52.1% | +77.0% | -129.1% | -76.3% |
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