-55.4%
TSLL vs ET
+170.7%
-226.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.3% | -12.1% | -12.2% |
| 7D | +1.9% | +0.9% | +1.0% | +0.9% |
| 30D | +17.8% | +7.5% | +10.3% | +7.5% |
| 3M | -37.0% | +11.4% | -48.4% | -45.8% |
| 6M | -37.7% | +18.5% | -56.2% | -51.8% |
| YTD | -51.4% | +37.4% | -88.8% | -69.5% |
| 1Y | -23.4% | +30.9% | -54.3% | -48.4% |
| 3Y | -30.8% | +98.7% | -129.5% | -67.0% |
| All | -55.4% | +170.7% | -226.2% | -83.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling