-56.8%
TSLL vs ENTG
+29.2%
-86.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.6% | +6.1% | +6.6% |
| 7D | -21.2% | -17.1% | -4.1% | -7.3% |
| 30D | -13.3% | -23.0% | +9.7% | +7.3% |
| 3M | +15.4% | -10.2% | +25.6% | +22.3% |
| 6M | -34.2% | -17.8% | -16.5% | -27.7% |
| YTD | -52.9% | +52.4% | -105.3% | -72.1% |
| 1Y | -54.3% | +49.8% | -104.1% | -72.9% |
| 3Y | -18.4% | +42.1% | -60.5% | -45.2% |
| All | -56.8% | +29.2% | -86.0% | -70.7% |
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 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