-47.2%
TSLL vs ELAN
+34.7%
-81.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.3% |
| 7D | +33.0% | +11.9% | +21.1% | +25.0% |
| 30D | +7.7% | +18.3% | -10.6% | -1.5% |
| 3M | +34.7% | +19.7% | +15.0% | +21.9% |
| 6M | -31.5% | +23.7% | -55.2% | -39.5% |
| YTD | -42.4% | +17.1% | -59.5% | -48.8% |
| 1Y | -39.7% | +20.2% | -59.9% | -47.3% |
| 3Y | +3.4% | +148.1% | -144.7% | -48.6% |
| All | -47.2% | +34.7% | -81.9% | -63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 10y: compounded portfolio wealth divided by compounded ELAN 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…
10y analysis · Full analysis span regression · 6 months rolling