-46.0%
TSLL vs ENTG
+63.3%
-109.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -6.5% | +0.2% | -3.0% |
| 7D | -9.4% | -10.3% | +0.9% | -4.3% |
| 30D | +1.6% | -14.4% | +15.9% | +9.3% |
| 3M | +29.4% | -1.1% | +30.5% | +27.7% |
| 6M | -20.1% | +3.0% | -23.1% | -23.6% |
| YTD | -44.5% | +70.1% | -114.6% | -55.9% |
| 1Y | -46.0% | +65.7% | -111.8% | -57.5% |
| All | -46.0% | +63.3% | -109.3% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 1y: compounded portfolio wealth divided by compounded ENTG 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…
1y analysis · Full analysis span regression · 6 months rolling