-2.4%
ELV vs TSLQ
-95.6%
+93.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.3% | +4.2% | +5.5% |
| 7D | +2.8% | -6.6% | +9.3% | +2.7% |
| 30D | +4.9% | -24.3% | +29.2% | +4.9% |
| 3M | +4.9% | -3.6% | +8.5% | +4.9% |
| 6M | +45.1% | -12.0% | +57.0% | +45.0% |
| YTD | +20.7% | +1.4% | +19.3% | +20.6% |
| 1Y | +35.0% | -43.6% | +78.6% | +35.0% |
| 3Y | -2.4% | -95.4% | +93.0% | -1.1% |
| All | -2.4% | -95.6% | +93.1% | -1.1% |
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 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