-52.1%
TSLL vs ENB
+40.3%
-92.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.1% | +9.8% | +10.3% |
| 7D | -14.3% | -3.7% | -10.7% | -12.5% |
| 30D | -6.2% | +1.7% | -7.9% | -7.0% |
| 3M | +21.2% | -6.3% | +27.5% | +25.2% |
| 6M | -36.6% | -9.2% | -27.4% | -34.7% |
| YTD | -47.8% | +3.1% | -50.9% | -52.0% |
| 1Y | -45.2% | +3.4% | -48.6% | -50.0% |
| 3Y | -3.3% | +68.9% | -72.2% | -44.0% |
| All | -52.1% | +40.3% | -92.4% | -67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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