-4.2%
ELV vs TSLQ
-97.2%
+93.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.5% |
| 7D | +3.2% | -6.6% | +9.8% | +3.2% |
| 30D | +5.4% | -24.3% | +29.7% | +5.3% |
| 3M | +5.4% | -3.6% | +9.0% | +5.4% |
| 6M | +45.7% | -12.0% | +57.7% | +45.7% |
| YTD | +21.2% | +1.4% | +19.8% | +21.3% |
| 1Y | +35.6% | -43.6% | +79.2% | +35.5% |
| 3Y | -2.0% | -95.4% | +93.4% | -2.9% |
| All | -4.2% | -97.2% | +93.0% | -4.8% |
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