-55.4%
TSLL vs ENTG
+40.0%
-95.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +6.2% | -18.0% | -16.7% |
| 7D | +1.9% | +2.8% | -0.9% | -1.2% |
| 30D | +17.8% | -4.7% | +22.4% | +19.1% |
| 3M | -37.0% | -0.7% | -36.3% | -40.5% |
| 6M | -37.7% | +7.7% | -45.4% | -47.0% |
| YTD | -51.4% | +65.1% | -116.4% | -72.9% |
| 1Y | -23.4% | +74.8% | -98.2% | -59.9% |
| 3Y | -30.8% | +36.9% | -67.7% | -52.7% |
| All | -55.4% | +40.0% | -95.4% | -71.6% |
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 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