-44.0%
TSLL vs ELF
+48.3%
-92.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.8% |
| 7D | +0.5% | +4.3% | -3.8% | -0.6% |
| 30D | +2.7% | +7.7% | -5.1% | +0.2% |
| 3M | +26.3% | +24.7% | +1.6% | +16.5% |
| 6M | -37.2% | +114.6% | -151.8% | -51.5% |
| YTD | -44.2% | +55.8% | -100.0% | -54.3% |
| 1Y | -44.0% | +51.9% | -95.9% | -53.2% |
| All | -44.0% | +48.3% | -92.2% | -53.2% |
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