-44.0%
TSLL vs ICE
+21.8%
-65.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.4% | +3.4% | +6.5% |
| 7D | +0.5% | +3.2% | -2.8% | +1.3% |
| 30D | +2.7% | +14.7% | -12.1% | +7.2% |
| 3M | +26.3% | +19.8% | +6.5% | +33.6% |
| 6M | -37.2% | +15.2% | -52.4% | -30.2% |
| YTD | -44.2% | +12.7% | -56.9% | -39.7% |
| 1Y | -44.0% | +20.4% | -64.4% | -41.0% |
| All | -44.0% | +21.8% | -65.7% | -41.0% |
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