-56.8%
TSLL vs ELV
-5.2%
-51.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.5% | +10.1% | +8.7% |
| 7D | -21.2% | +1.3% | -22.5% | -21.3% |
| 30D | -13.3% | +5.3% | -18.6% | -13.6% |
| 3M | +15.4% | +9.2% | +6.2% | +14.8% |
| 6M | -34.2% | +14.5% | -48.8% | -34.8% |
| YTD | -52.9% | +23.2% | -76.1% | -53.7% |
| 1Y | -54.3% | +38.0% | -92.4% | -55.3% |
| 3Y | -18.4% | -1.5% | -16.8% | -21.4% |
| All | -56.8% | -5.2% | -51.6% | -56.1% |
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