-47.2%
TSLL vs ET
+149.0%
-196.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.5% | +3.5% |
| 7D | +33.0% | +3.0% | +29.9% | +28.6% |
| 30D | +7.7% | -3.5% | +11.2% | +12.2% |
| 3M | +34.7% | -5.6% | +40.3% | +43.3% |
| 6M | -31.5% | +0.5% | -32.0% | -33.8% |
| YTD | -42.4% | +26.3% | -68.7% | -60.2% |
| 1Y | -39.7% | +25.7% | -65.4% | -58.2% |
| 3Y | +3.4% | +85.1% | -81.7% | -46.1% |
| All | -47.2% | +149.0% | -196.2% | -78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling