-26.7%
TSLL vs ELAN
+105.8%
-132.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -2.2% | +10.0% | +9.0% |
| 7D | +5.8% | +0.3% | +5.5% | +5.4% |
| 30D | +21.7% | +8.4% | +13.3% | +16.3% |
| 3M | -28.2% | +1.2% | -29.5% | -29.6% |
| 6M | -29.5% | +2.6% | -32.1% | -32.5% |
| YTD | -47.5% | +5.9% | -53.5% | -50.7% |
| 1Y | -20.8% | +25.8% | -46.6% | -32.3% |
| 3Y | -26.7% | +106.8% | -133.5% | -58.3% |
| All | -26.7% | +105.8% | -132.5% | -58.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling