+5.0%
TSLL vs EFX
+8.8%
-3.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +0.8% | -22.7% | -22.0% |
| 7D | -28.9% | +8.1% | -36.9% | -29.5% |
| 30D | -21.4% | +36.0% | -57.5% | -30.3% |
| 3M | +5.0% | +9.6% | -4.6% | +14.1% |
| All | +5.0% | +8.8% | -3.9% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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