-24.9%
TSLL vs ENB
+68.0%
-92.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -1.4% | -20.5% | -21.5% |
| 7D | -28.9% | -2.4% | -26.5% | -28.3% |
| 30D | -21.4% | +3.4% | -24.8% | -22.1% |
| 3M | +5.0% | -6.1% | +11.1% | +7.1% |
| 6M | -36.6% | -10.0% | -26.5% | -35.3% |
| YTD | -56.6% | +4.7% | -61.3% | -60.9% |
| 1Y | -60.9% | +7.5% | -68.4% | -65.8% |
| All | -24.9% | +68.0% | -92.9% | -62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling