-37.0%
TSLL vs EFV
+8.9%
-45.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.1% | -11.7% | -11.2% |
| 7D | +1.9% | +1.5% | +0.4% | -4.4% |
| 30D | +17.8% | +1.7% | +16.0% | +9.3% |
| 3M | -37.0% | +8.6% | -45.7% | -53.9% |
| All | -37.0% | +8.9% | -45.9% | -53.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling