-56.8%
TSLL vs ENB
+38.8%
-95.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.5% | +11.2% | +9.9% |
| 7D | -21.2% | -5.2% | -16.0% | -19.0% |
| 30D | -13.3% | +2.2% | -15.5% | -14.4% |
| 3M | +15.4% | -8.1% | +23.4% | +20.3% |
| 6M | -34.2% | -11.2% | -23.1% | -31.4% |
| YTD | -52.9% | +2.0% | -54.9% | -56.5% |
| 1Y | -54.3% | +4.1% | -58.4% | -58.8% |
| 3Y | -18.4% | +64.7% | -83.1% | -51.9% |
| All | -56.8% | +38.8% | -95.6% | -70.6% |
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