-55.4%
TSLL vs ETN
+197.2%
-252.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +3.5% | -15.3% | -15.9% |
| 7D | +1.9% | +2.0% | -0.1% | -0.9% |
| 30D | +17.8% | -7.9% | +25.7% | +28.5% |
| 3M | -37.0% | -1.6% | -35.4% | -36.9% |
| 6M | -37.7% | +16.9% | -54.6% | -50.4% |
| YTD | -51.4% | +30.1% | -81.4% | -67.2% |
| 1Y | -23.4% | +19.3% | -42.7% | -41.4% |
| 3Y | -30.8% | +82.5% | -113.3% | -64.0% |
| All | -55.4% | +197.2% | -252.7% | -86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling