-37.7%
TSLL vs ENB
-4.8%
-32.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.9% | -11.0% | -12.9% |
| 7D | +1.9% | -0.2% | +2.1% | +1.4% |
| 30D | +17.8% | -2.2% | +20.0% | +14.7% |
| 3M | -37.0% | -10.5% | -26.5% | -42.2% |
| 6M | -37.7% | -5.1% | -32.6% | -41.0% |
| All | -37.7% | -4.8% | -32.9% | -41.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling