+238.4%
ELF vs TSLQ
-97.3%
+335.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -8.0% | +3.1% | -6.0% |
| 7D | -1.2% | -8.6% | +7.4% | -2.3% |
| 30D | +5.9% | -24.9% | +30.8% | +2.4% |
| 3M | +99.5% | -1.5% | +101.0% | +103.8% |
| 6M | +26.5% | -18.1% | +44.6% | +27.7% |
| YTD | +37.2% | -0.1% | +37.3% | +43.4% |
| 1Y | -24.4% | -51.4% | +27.0% | -25.9% |
| 3Y | -23.3% | -95.9% | +72.6% | -31.1% |
| All | +238.4% | -97.3% | +335.7% | +223.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling