-47.2%
TSLL vs ENTG
+54.7%
-101.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.0% | +3.9% |
| 7D | +33.0% | +22.8% | +10.1% | +12.7% |
| 30D | +7.7% | -4.9% | +12.6% | +12.3% |
| 3M | +34.7% | -4.8% | +39.5% | +37.4% |
| 6M | -31.5% | +5.6% | -37.1% | -38.4% |
| YTD | -42.4% | +82.4% | -124.8% | -70.5% |
| 1Y | -39.7% | +82.9% | -122.5% | -69.6% |
| 3Y | +3.4% | +62.1% | -58.7% | -38.0% |
| All | -47.2% | +54.7% | -101.8% | -69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling