-60.3%
TSLL vs ELF
+196.3%
-256.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -3.3% | -18.6% | -20.7% |
| 7D | -28.9% | -2.7% | -26.1% | -28.0% |
| 30D | -21.4% | +6.9% | -28.3% | -23.3% |
| 3M | +5.0% | +27.2% | -22.2% | -4.3% |
| 6M | -36.6% | +84.9% | -121.4% | -49.9% |
| YTD | -56.6% | +44.5% | -101.1% | -63.3% |
| 1Y | -60.9% | -6.8% | -54.1% | -62.2% |
| 3Y | -25.2% | +14.2% | -39.5% | -42.1% |
| All | -60.3% | +196.3% | -256.5% | -80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling