+40.2%
ELAN vs TSLQ
-50.5%
+90.7%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +12.0% | -11.7% | +1.5% |
| 7D | +1.6% | -5.8% | +7.4% | +1.2% |
| 30D | -6.6% | -22.1% | +15.5% | -8.6% |
| 3M | -0.8% | +10.1% | -10.9% | +2.4% |
| 6M | +0.2% | -6.8% | +7.0% | +3.0% |
| YTD | +8.3% | +8.5% | -0.3% | +13.2% |
| 1Y | +40.2% | -49.7% | +90.0% | +40.0% |
| All | +40.2% | -50.5% | +90.7% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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