-48.9%
TSLL vs ELV
-4.4%
-44.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.8% |
| 7D | +0.5% | -1.1% | +1.6% | +0.5% |
| 30D | +2.7% | +1.8% | +0.9% | +2.5% |
| 3M | +26.3% | +10.5% | +15.8% | +25.5% |
| 6M | -37.2% | +13.5% | -50.6% | -37.7% |
| YTD | -44.2% | +24.3% | -68.5% | -45.2% |
| 1Y | -44.0% | +38.9% | -82.9% | -45.2% |
| 3Y | 0.0% | -1.5% | +1.5% | -3.5% |
| All | -48.9% | -4.4% | -44.5% | -48.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling