-23.4%
TSLL vs ELV
+34.8%
-58.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.8% | -10.1% | -11.6% |
| 7D | +1.9% | +3.3% | -1.4% | +1.6% |
| 30D | +17.8% | +4.2% | +13.6% | +17.4% |
| 3M | -37.0% | -0.1% | -36.9% | -37.1% |
| 6M | -37.7% | +41.3% | -78.9% | -41.6% |
| YTD | -51.4% | +17.4% | -68.8% | -53.1% |
| 1Y | -23.4% | +35.1% | -58.4% | -24.4% |
| All | -23.4% | +34.8% | -58.2% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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