-46.0%
TSLL vs ETN
-1.0%
-45.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -9.9% | +3.5% | +1.2% |
| 7D | -9.4% | -10.1% | +0.7% | -2.4% |
| 30D | +1.6% | -18.4% | +19.9% | +18.2% |
| 3M | +29.4% | -20.4% | +49.8% | +52.5% |
| 6M | -20.1% | -16.0% | -4.2% | -10.7% |
| YTD | -44.5% | +11.8% | -56.3% | -48.7% |
| 1Y | -46.0% | -5.5% | -40.5% | -37.8% |
| All | -46.0% | -1.0% | -45.0% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 1y: compounded portfolio wealth divided by compounded ETN 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…
1y analysis · Full analysis span regression · 6 months rolling