-52.7%
TSLL vs ET
+171.3%
-224.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.8% | +1.9% |
| 7D | +6.1% | +0.2% | +5.9% | +5.8% |
| 30D | +20.6% | +2.9% | +17.8% | +16.2% |
| 3M | -25.4% | +16.8% | -42.2% | -39.7% |
| 6M | -34.2% | +18.9% | -53.1% | -49.3% |
| YTD | -48.4% | +37.7% | -86.1% | -67.7% |
| 1Y | -30.8% | +32.4% | -63.3% | -54.1% |
| 3Y | -37.4% | +99.5% | -136.9% | -70.3% |
| All | -52.7% | +171.3% | -224.1% | -82.6% |
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