-5.4%
TSLL vs ETR
+152.8%
-158.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | -11.0% | +2.6% | -13.6% | -11.9% |
| 30D | -5.3% | +8.7% | -14.0% | -8.8% |
| 3M | +20.8% | +6.4% | +14.5% | +17.4% |
| 6M | -36.0% | +0.7% | -36.7% | -36.5% |
| YTD | -47.3% | +23.0% | -70.3% | -54.3% |
| 1Y | -48.4% | +17.9% | -66.3% | -53.9% |
| 3Y | -5.4% | +154.9% | -160.4% | -15.7% |
| All | -5.4% | +152.8% | -158.3% | -15.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling