-48.4%
TSLL vs ENTG
+56.2%
-104.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.5% |
| 7D | -11.0% | -9.3% | -1.7% | -5.2% |
| 30D | -5.3% | -16.4% | +11.1% | +4.5% |
| 3M | +20.8% | -3.8% | +24.7% | +22.8% |
| 6M | -36.0% | -6.9% | -29.1% | -35.1% |
| YTD | -47.3% | +65.0% | -112.3% | -56.1% |
| 1Y | -48.4% | +61.7% | -110.1% | -57.6% |
| All | -48.4% | +56.2% | -104.6% | -57.6% |
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