-46.0%
TSLL vs ELF
-3.2%
-42.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.9% | -8.2% | -6.9% |
| 7D | -9.4% | -1.5% | -7.9% | -9.1% |
| 30D | +1.6% | +9.5% | -8.0% | -1.5% |
| 3M | +29.4% | +29.4% | 0.0% | +18.5% |
| 6M | -20.1% | +83.7% | -103.9% | -34.4% |
| YTD | -44.5% | +49.4% | -93.9% | -52.3% |
| 1Y | -46.0% | -3.9% | -42.1% | -47.0% |
| All | -46.0% | -3.2% | -42.8% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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