-33.3%
TSLL vs ET
+99.3%
-132.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.3% | -12.1% | -12.2% |
| 7D | +1.9% | +0.9% | +1.0% | +0.8% |
| 30D | +17.8% | +7.5% | +10.3% | +6.7% |
| 3M | -37.0% | +11.4% | -48.4% | -46.5% |
| 6M | -37.7% | +18.5% | -56.2% | -53.2% |
| YTD | -51.4% | +37.4% | -88.8% | -71.4% |
| 1Y | -23.4% | +30.9% | -54.3% | -51.1% |
| All | -33.3% | +99.3% | -132.6% | -66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling