-18.4%
TSLL vs ENTG
+39.6%
-58.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.6% | +6.1% | +6.5% |
| 7D | -21.2% | -17.1% | -4.1% | -6.6% |
| 30D | -13.3% | -23.0% | +9.7% | +8.2% |
| 3M | +15.4% | -10.2% | +25.6% | +22.3% |
| 6M | -34.2% | -17.8% | -16.5% | -27.8% |
| YTD | -52.9% | +52.4% | -105.3% | -74.4% |
| 1Y | -54.3% | +49.8% | -104.1% | -75.2% |
| 3Y | -18.4% | +42.1% | -60.5% | -44.0% |
| All | -18.4% | +39.6% | -58.0% | -44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling