-53.9%
TSLL vs EFV
+18.9%
-72.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.4% | +10.0% | +11.4% |
| 7D | -21.2% | -0.7% | -20.6% | -19.8% |
| 30D | -13.3% | +0.9% | -14.2% | -14.7% |
| 3M | +15.4% | -3.6% | +18.9% | +25.3% |
| 6M | -34.2% | +2.5% | -36.8% | -35.5% |
| YTD | -52.9% | +13.2% | -66.1% | -60.1% |
| All | -53.9% | +18.9% | -72.8% | -63.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling