-52.0%
TSLL vs ET
+173.0%
-225.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -1.1% |
| 7D | +5.1% | +0.6% | +4.5% | +4.2% |
| 30D | +20.0% | +5.3% | +14.7% | +12.5% |
| 3M | -23.8% | +15.6% | -39.4% | -37.6% |
| 6M | -30.3% | +20.6% | -50.9% | -47.2% |
| YTD | -47.7% | +38.5% | -86.2% | -67.5% |
| 1Y | -21.2% | +35.7% | -56.9% | -49.3% |
| 3Y | -26.9% | +98.4% | -125.2% | -65.2% |
| All | -52.0% | +173.0% | -225.0% | -82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling