-60.3%
TSLL vs ENB
+42.4%
-102.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -1.4% | -20.5% | -21.2% |
| 7D | -28.9% | -2.4% | -26.5% | -27.8% |
| 30D | -21.4% | +3.4% | -24.8% | -22.7% |
| 3M | +5.0% | -6.1% | +11.1% | +8.4% |
| 6M | -36.6% | -10.0% | -26.5% | -34.0% |
| YTD | -56.6% | +4.7% | -61.3% | -60.5% |
| 1Y | -60.9% | +7.5% | -68.4% | -65.4% |
| 3Y | -25.2% | +69.1% | -94.4% | -56.5% |
| All | -60.3% | +42.4% | -102.7% | -73.2% |
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