-5.9%
TSLL vs EFV
+91.3%
-97.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.9% |
| 7D | +0.5% | -1.0% | +1.5% | +4.5% |
| 30D | +2.7% | +3.1% | -0.4% | -5.5% |
| 3M | +26.3% | -1.2% | +27.5% | +31.3% |
| 6M | -37.2% | +5.6% | -42.8% | -44.2% |
| YTD | -44.2% | +15.8% | -60.0% | -62.7% |
| 1Y | -44.0% | +20.0% | -64.0% | -66.3% |
| All | -5.9% | +91.3% | -97.3% | -82.1% |
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 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