-55.4%
TSLL vs ENB
+48.3%
-103.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.9% | -11.0% | -11.4% |
| 7D | +1.9% | -0.2% | +2.1% | +2.1% |
| 30D | +17.8% | -2.2% | +20.0% | +19.0% |
| 3M | -37.0% | -10.5% | -26.5% | -33.6% |
| 6M | -37.7% | -5.1% | -32.6% | -37.5% |
| YTD | -51.4% | +9.0% | -60.3% | -56.6% |
| 1Y | -23.4% | +8.2% | -31.6% | -31.6% |
| 3Y | -30.8% | +67.8% | -98.5% | -59.1% |
| All | -55.4% | +48.3% | -103.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling