-51.7%
TSLL vs ELAN
+36.0%
-87.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.1% |
| 7D | -11.0% | +8.9% | -19.9% | -14.5% |
| 30D | -5.3% | +16.8% | -22.0% | -12.8% |
| 3M | +20.8% | +20.1% | +0.7% | +9.1% |
| 6M | -36.0% | +13.2% | -49.1% | -40.9% |
| YTD | -47.3% | +18.3% | -65.5% | -53.4% |
| 1Y | -48.4% | +20.2% | -68.6% | -55.0% |
| 3Y | -5.4% | +150.6% | -156.0% | -53.2% |
| All | -51.7% | +36.0% | -87.7% | -66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling