-33.0%
TSLL vs ELF
+53.2%
-86.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.9% | -7.6% | -5.0% |
| 7D | +17.8% | +1.6% | +16.3% | +17.1% |
| 30D | +8.2% | +9.1% | -0.9% | +5.2% |
| 3M | +20.9% | +28.2% | -7.3% | +10.9% |
| 6M | -37.5% | +119.5% | -157.0% | -51.1% |
| YTD | -44.5% | +55.2% | -99.7% | -53.0% |
| 1Y | -33.0% | +58.6% | -91.6% | -44.6% |
| All | -33.0% | +53.2% | -86.2% | -44.6% |
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