-18.0%
ELF vs TSLQ
-50.5%
+32.5%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +12.0% | -9.9% | +4.1% |
| 7D | +5.4% | -5.8% | +11.1% | +4.6% |
| 30D | +27.0% | -22.1% | +49.1% | +22.5% |
| 3M | +113.2% | +10.1% | +103.1% | +123.7% |
| 6M | +36.6% | -6.8% | +43.3% | +40.4% |
| YTD | +44.2% | +8.5% | +35.7% | +55.4% |
| 1Y | -18.0% | -49.7% | +31.7% | -9.0% |
| All | -18.0% | -50.5% | +32.5% | -9.0% |
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