-51.9%
TSLL vs EFV
+121.8%
-173.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -0.7% | +8.6% | +9.5% |
| 7D | +5.8% | +1.0% | +4.8% | +3.5% |
| 30D | +21.7% | +0.2% | +21.5% | +21.6% |
| 3M | -28.2% | +9.6% | -37.8% | -41.0% |
| 6M | -29.5% | +14.0% | -43.5% | -46.6% |
| YTD | -47.5% | +18.5% | -66.0% | -64.1% |
| 1Y | -20.8% | +27.9% | -48.7% | -54.7% |
| 3Y | -26.7% | +92.4% | -119.2% | -80.4% |
| All | -51.9% | +121.8% | -173.7% | -88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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