-49.1%
TSLL vs ENB
+43.1%
-92.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.5% | -4.2% | -4.0% |
| 7D | +17.8% | +3.1% | +14.7% | +16.0% |
| 30D | +8.2% | +2.1% | +6.1% | +7.1% |
| 3M | +20.9% | -4.4% | +25.3% | +23.6% |
| 6M | -37.5% | -10.1% | -27.5% | -35.0% |
| YTD | -44.5% | +5.2% | -49.7% | -49.6% |
| 1Y | -33.0% | +4.2% | -37.2% | -38.9% |
| 3Y | -6.4% | +70.1% | -76.5% | -45.8% |
| All | -49.1% | +43.1% | -92.3% | -65.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling