-20.4%
ELF vs TSLQ
-95.6%
+75.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +12.0% | -9.9% | +3.8% |
| 7D | +5.4% | -5.8% | +11.1% | +4.8% |
| 30D | +27.0% | -22.1% | +49.1% | +23.4% |
| 3M | +113.2% | +10.1% | +103.1% | +121.9% |
| 6M | +36.6% | -6.8% | +43.3% | +40.4% |
| YTD | +44.2% | +8.5% | +35.7% | +52.7% |
| 1Y | -18.0% | -49.7% | +31.7% | -19.2% |
| All | -20.4% | -95.6% | +75.2% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling