-26.7%
TSLL vs ETN
+86.9%
-113.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +2.7% | +5.1% | +4.5% |
| 7D | +5.8% | +8.0% | -2.3% | -4.4% |
| 30D | +21.7% | -5.9% | +27.6% | +30.0% |
| 3M | -28.2% | +5.0% | -33.2% | -34.3% |
| 6M | -29.5% | +22.4% | -51.9% | -48.3% |
| YTD | -47.5% | +33.6% | -81.2% | -67.1% |
| 1Y | -20.8% | +22.1% | -42.9% | -42.8% |
| 3Y | -26.7% | +85.6% | -112.3% | -64.1% |
| All | -26.7% | +86.9% | -113.6% | -64.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling