-23.4%
TSLL vs ELF
-17.5%
-5.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +2.1% | -14.0% | -12.6% |
| 7D | +1.9% | +5.4% | -3.5% | +0.1% |
| 30D | +17.8% | +27.0% | -9.2% | +8.6% |
| 3M | -37.0% | +113.2% | -150.2% | -50.8% |
| 6M | -37.7% | +36.6% | -74.2% | -44.3% |
| YTD | -51.4% | +44.2% | -95.6% | -57.9% |
| 1Y | -23.4% | -18.0% | -5.4% | -17.8% |
| All | -23.4% | -17.5% | -5.8% | -17.8% |
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