-56.8%
TSLL vs EFV
+111.9%
-168.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.4% | +10.0% | +11.9% |
| 7D | -21.2% | -0.7% | -20.6% | -20.1% |
| 30D | -13.3% | +0.9% | -14.2% | -15.3% |
| 3M | +15.4% | -3.6% | +18.9% | +26.0% |
| 6M | -34.2% | +2.5% | -36.8% | -36.4% |
| YTD | -52.9% | +13.2% | -66.1% | -64.2% |
| 1Y | -54.3% | +20.3% | -74.7% | -70.1% |
| 3Y | -18.4% | +84.9% | -103.3% | -76.2% |
| All | -56.8% | +111.9% | -168.8% | -89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling