-3.9%
ELF vs TSLQ
-17.8%
+13.8%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.4% | -4.5% | +2.9% |
| 7D | -1.5% | +9.8% | -11.4% | 0.0% |
| 30D | +9.5% | -6.0% | +15.6% | +8.7% |
| 3M | +29.4% | -35.0% | +64.4% | +21.1% |
| 6M | +83.7% | -24.9% | +108.7% | +79.2% |
| YTD | +49.4% | -12.7% | +62.1% | +60.4% |
| 1Y | -3.9% | -21.0% | +17.1% | -0.1% |
| All | -3.9% | -17.8% | +13.8% | -0.1% |
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