+16.6%
ELAN vs TSLQ
-97.2%
+113.8%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +2.4% | -5.3% | -2.6% |
| 7D | -6.4% | +5.7% | -12.1% | -5.7% |
| 30D | +0.6% | -21.1% | +21.7% | -1.8% |
| 3M | 0.0% | -11.5% | +11.5% | +0.3% |
| 6M | -3.4% | -14.9% | +11.5% | -2.1% |
| YTD | +1.0% | +2.4% | -1.4% | +5.5% |
| 1Y | +24.7% | -49.8% | +74.5% | +21.2% |
| 3Y | +97.2% | -95.8% | +193.1% | +67.5% |
| All | +16.6% | -97.2% | +113.8% | +1.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling