-36.6%
TSLL vs ELF
+76.3%
-112.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -3.3% | -18.6% | -20.8% |
| 7D | -28.9% | -2.7% | -26.1% | -28.1% |
| 30D | -21.4% | +6.9% | -28.3% | -22.9% |
| 3M | +5.0% | +27.2% | -22.2% | -3.5% |
| 6M | -36.6% | +84.9% | -121.4% | -46.4% |
| All | -36.6% | +76.3% | -112.9% | -46.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling