-56.8%
TSLL vs ICE
+75.2%
-132.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.0% | +9.6% | +9.3% |
| 7D | -21.2% | +2.0% | -23.2% | -22.3% |
| 30D | -13.3% | +12.9% | -26.2% | -21.3% |
| 3M | +15.4% | +15.4% | 0.0% | +3.2% |
| 6M | -34.2% | +13.1% | -47.3% | -40.5% |
| YTD | -52.9% | +7.5% | -60.4% | -57.0% |
| 1Y | -54.3% | +18.3% | -72.7% | -63.1% |
| 3Y | -18.4% | +65.9% | -84.3% | -56.9% |
| All | -56.8% | +75.2% | -132.0% | -78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling