-35.3%
TSLL vs EFV
+91.7%
-127.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.1% | -11.7% | -11.5% |
| 7D | +1.9% | +1.5% | +0.4% | -1.9% |
| 30D | +17.8% | +1.7% | +16.0% | +12.9% |
| 3M | -37.0% | +8.6% | -45.7% | -48.3% |
| 6M | -37.7% | +11.7% | -49.3% | -52.6% |
| YTD | -51.4% | +19.3% | -70.6% | -69.9% |
| 1Y | -23.4% | +30.2% | -53.6% | -63.3% |
| All | -35.3% | +91.7% | -127.0% | -88.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling