-20.8%
TSLL vs ETN
+22.0%
-42.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.7% | +5.1% | +5.5% |
| 7D | +5.8% | +8.0% | -2.3% | -1.4% |
| 30D | +21.7% | -5.9% | +27.6% | +27.8% |
| 3M | -28.2% | +5.0% | -33.2% | -32.0% |
| 6M | -29.5% | +22.4% | -51.9% | -41.9% |
| YTD | -47.5% | +33.6% | -81.2% | -61.1% |
| 1Y | -20.8% | +22.1% | -42.9% | -27.2% |
| All | -20.8% | +22.0% | -42.7% | -27.2% |
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