-47.2%
TSLL vs ETR
+118.2%
-165.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | 0.0% | +3.4% | +3.4% |
| 7D | +33.0% | +1.5% | +31.5% | +32.0% |
| 30D | +7.7% | +6.6% | +1.1% | +4.1% |
| 3M | +34.7% | +4.4% | +30.3% | +31.6% |
| 6M | -31.5% | -0.3% | -31.2% | -31.9% |
| YTD | -42.4% | +23.3% | -65.7% | -50.7% |
| 1Y | -39.7% | +18.9% | -58.5% | -46.9% |
| 3Y | +3.4% | +155.5% | -152.1% | -36.8% |
| All | -47.2% | +118.2% | -165.4% | -60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling