-37.7%
TSLL vs ET
+18.2%
-55.9%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.3% | -12.1% | -11.5% |
| 7D | +1.9% | +0.9% | +1.0% | +2.9% |
| 30D | +17.8% | +7.5% | +10.3% | +28.8% |
| 3M | -37.0% | +11.4% | -48.4% | -25.9% |
| 6M | -37.7% | +18.5% | -56.2% | -19.8% |
| All | -37.7% | +18.2% | -55.9% | -19.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling