-20.8%
TSLL vs ET
+32.7%
-53.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | 0.0% | +7.8% | +7.9% |
| 7D | +5.8% | +0.4% | +5.4% | +5.8% |
| 30D | +21.7% | +6.9% | +14.8% | +22.1% |
| 3M | -28.2% | +13.1% | -41.3% | -27.9% |
| 6M | -29.5% | +18.7% | -48.2% | -33.4% |
| YTD | -47.5% | +37.4% | -85.0% | -60.0% |
| 1Y | -20.8% | +34.8% | -55.6% | -38.7% |
| All | -20.8% | +32.7% | -53.4% | -38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling