-52.1%
TSLL vs ENTG
+41.4%
-93.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +9.4% | +1.5% | +3.3% |
| 7D | -14.3% | -7.6% | -6.7% | -7.3% |
| 30D | -6.2% | -15.5% | +9.3% | +7.9% |
| 3M | +21.2% | -7.8% | +29.0% | +26.1% |
| 6M | -36.6% | -5.9% | -30.7% | -37.1% |
| YTD | -47.8% | +66.7% | -114.5% | -71.2% |
| 1Y | -45.2% | +62.1% | -107.3% | -69.4% |
| 3Y | -3.3% | +56.3% | -59.5% | -39.7% |
| All | -52.1% | +41.4% | -93.5% | -69.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling