+284.5%
ELF vs TSLQ
-97.6%
+382.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.8% |
| 7D | +6.3% | +4.7% | +1.6% | +7.5% |
| 30D | +8.5% | -5.6% | +14.1% | +8.5% |
| 3M | +24.4% | -34.6% | +59.0% | +19.2% |
| 6M | +94.7% | -11.4% | +106.1% | +98.8% |
| YTD | +55.9% | -14.1% | +69.9% | +61.2% |
| 1Y | +48.4% | -20.7% | +69.2% | +53.0% |
| 3Y | +24.6% | -96.9% | +121.5% | +8.7% |
| All | +284.5% | -97.6% | +382.2% | +263.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling