-18.4%
TSLL vs ETN
+64.7%
-83.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +4.5% | +4.1% | +3.2% |
| 7D | -21.2% | -7.6% | -13.6% | -13.2% |
| 30D | -13.3% | -20.8% | +7.5% | +15.1% |
| 3M | +15.4% | -23.6% | +39.0% | +57.2% |
| 6M | -34.2% | -18.5% | -15.7% | -18.4% |
| YTD | -52.9% | +8.2% | -61.1% | -62.8% |
| 1Y | -54.3% | -8.7% | -45.6% | -53.4% |
| 3Y | -18.4% | +63.3% | -81.6% | -43.7% |
| All | -18.4% | +64.7% | -83.1% | -43.7% |
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