-48.9%
TSLL vs ETR
+17.9%
-66.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +1.1% | +9.8% | +10.7% |
| 7D | -14.3% | +1.7% | -16.1% | -14.4% |
| 30D | -6.2% | +8.7% | -14.9% | -6.9% |
| 3M | +21.2% | +4.9% | +16.3% | +20.7% |
| 6M | -36.6% | +0.8% | -37.4% | -36.8% |
| YTD | -47.8% | +23.1% | -70.9% | -57.9% |
| All | -48.9% | +17.9% | -66.8% | -52.8% |
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