-46.0%
TSLL vs ETR
+18.4%
-64.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.7% | -9.1% | -6.5% |
| 7D | -9.4% | +3.7% | -13.2% | -9.7% |
| 30D | +1.6% | +11.0% | -9.4% | +0.6% |
| 3M | +29.4% | +3.4% | +26.0% | +29.2% |
| 6M | -20.1% | -3.3% | -16.9% | -19.7% |
| YTD | -44.5% | +23.3% | -67.8% | -54.0% |
| 1Y | -46.0% | +19.2% | -65.2% | -51.4% |
| All | -46.0% | +18.4% | -64.4% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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