-55.4%
TSLL vs ELV
-9.7%
-45.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.8% | -10.1% | -11.7% |
| 7D | +1.9% | +3.3% | -1.4% | +1.8% |
| 30D | +17.8% | +4.2% | +13.6% | +17.6% |
| 3M | -37.0% | -0.1% | -36.9% | -37.0% |
| 6M | -37.7% | +41.3% | -78.9% | -39.1% |
| YTD | -51.4% | +17.4% | -68.8% | -52.0% |
| 1Y | -23.4% | +35.1% | -58.4% | -24.7% |
| 3Y | -30.8% | -3.2% | -27.5% | -33.5% |
| All | -55.4% | -9.7% | -45.8% | -54.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling