-49.1%
TSLL vs ET
+148.7%
-197.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.6% |
| 7D | +17.8% | +2.5% | +15.3% | +14.6% |
| 30D | +8.2% | -2.5% | +10.7% | +11.4% |
| 3M | +20.9% | -4.9% | +25.7% | +27.5% |
| 6M | -37.5% | -0.1% | -37.4% | -39.1% |
| YTD | -44.5% | +26.2% | -70.7% | -61.6% |
| 1Y | -33.0% | +25.2% | -58.1% | -53.3% |
| 3Y | -6.4% | +84.2% | -90.6% | -51.0% |
| All | -49.1% | +148.7% | -197.9% | -79.3% |
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