-18.4%
TSLL vs ELV
-0.8%
-17.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.5% | +10.1% | +8.6% |
| 7D | -21.2% | +1.3% | -22.5% | -21.2% |
| 30D | -13.3% | +5.3% | -18.6% | -13.3% |
| 3M | +15.4% | +9.2% | +6.2% | +15.5% |
| 6M | -34.2% | +14.5% | -48.8% | -34.1% |
| YTD | -52.9% | +23.2% | -76.1% | -52.9% |
| 1Y | -54.3% | +38.0% | -92.4% | -54.0% |
| 3Y | -18.4% | -1.5% | -16.8% | -14.3% |
| All | -18.4% | -0.8% | -17.6% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling