-47.2%
TSLL vs ENB
+42.4%
-89.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +2.9% | +3.1% |
| 7D | +33.0% | 0.0% | +33.0% | +32.9% |
| 30D | +7.7% | +1.4% | +6.3% | +7.0% |
| 3M | +34.7% | -5.2% | +39.9% | +38.3% |
| 6M | -31.5% | -9.9% | -21.6% | -28.8% |
| YTD | -42.4% | +4.7% | -47.0% | -47.5% |
| 1Y | -39.7% | +2.8% | -42.4% | -44.4% |
| 3Y | +3.4% | +71.3% | -67.9% | -40.5% |
| All | -47.2% | +42.4% | -89.6% | -64.4% |
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