-21.2%
TSLL vs ELAN
+23.9%
-45.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.5% | +0.6% |
| 7D | +5.1% | -4.6% | +9.7% | +7.2% |
| 30D | +20.0% | +5.7% | +14.3% | +16.4% |
| 3M | -23.8% | -3.9% | -19.9% | -23.2% |
| 6M | -30.3% | -1.6% | -28.7% | -32.4% |
| YTD | -47.7% | +4.1% | -51.7% | -51.1% |
| 1Y | -21.2% | +25.5% | -46.7% | -39.3% |
| All | -21.2% | +23.9% | -45.1% | -39.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling