-48.9%
TSLL vs ELV
+37.8%
-86.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -1.7% | +12.6% | +10.9% |
| 7D | -14.3% | +1.1% | -15.4% | -14.4% |
| 30D | -6.2% | +1.3% | -7.5% | -6.6% |
| 3M | +21.2% | +6.6% | +14.6% | +20.0% |
| 6M | -36.6% | +11.6% | -48.1% | -37.8% |
| YTD | -47.8% | +21.1% | -68.8% | -50.2% |
| All | -48.9% | +37.8% | -86.7% | -53.2% |
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