-49.1%
TSLL vs ETR
+118.0%
-167.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.6% | -3.7% |
| 7D | +17.8% | +1.2% | +16.7% | +17.2% |
| 30D | +8.2% | +7.0% | +1.2% | +4.4% |
| 3M | +20.9% | +4.6% | +16.3% | +17.9% |
| 6M | -37.5% | +0.1% | -37.6% | -38.0% |
| YTD | -44.5% | +23.2% | -67.7% | -52.5% |
| 1Y | -33.0% | +20.6% | -53.5% | -41.6% |
| 3Y | -6.4% | +156.3% | -162.6% | -42.9% |
| All | -49.1% | +118.0% | -167.1% | -61.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling