-52.0%
TSLL vs ELAN
+19.7%
-71.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.5% | +0.8% |
| 7D | +5.1% | -4.6% | +9.7% | +7.7% |
| 30D | +20.0% | +5.7% | +14.3% | +15.9% |
| 3M | -23.8% | -3.9% | -19.9% | -22.9% |
| 6M | -30.3% | -1.6% | -28.7% | -31.8% |
| YTD | -47.7% | +4.1% | -51.7% | -50.5% |
| 1Y | -21.2% | +25.5% | -46.7% | -33.3% |
| 3Y | -26.9% | +103.2% | -130.1% | -59.3% |
| All | -52.0% | +19.7% | -71.8% | -64.6% |
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