-54.3%
TSLL vs ELF
+29.9%
-84.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.7% | +2.9% | +6.5% |
| 7D | -21.2% | +4.0% | -25.2% | -22.1% |
| 30D | -13.3% | +10.6% | -23.9% | -16.4% |
| 3M | +15.4% | +25.8% | -10.4% | +5.4% |
| 6M | -34.2% | +89.1% | -123.3% | -48.3% |
| YTD | -52.9% | +52.7% | -105.6% | -62.0% |
| 1Y | -54.3% | +51.7% | -106.1% | -63.2% |
| All | -54.3% | +29.9% | -84.2% | -63.2% |
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