-60.3%
TSLL vs ENTG
+25.9%
-86.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -12.7% | -9.2% | -11.8% |
| 7D | -28.9% | -22.0% | -6.9% | -12.3% |
| 30D | -21.4% | -25.2% | +3.8% | -0.7% |
| 3M | +5.0% | -14.2% | +19.2% | +15.3% |
| 6M | -36.6% | -16.3% | -20.3% | -31.4% |
| YTD | -56.6% | +48.5% | -105.2% | -73.8% |
| 1Y | -60.9% | +41.4% | -102.3% | -75.6% |
| 3Y | -25.2% | +36.7% | -61.9% | -48.3% |
| All | -60.3% | +25.9% | -86.2% | -72.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling