-55.4%
TSLL vs ETR
+109.1%
-164.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.5% | -11.4% | -11.6% |
| 7D | +1.9% | +1.4% | +0.5% | +1.2% |
| 30D | +17.8% | +1.0% | +16.8% | +16.9% |
| 3M | -37.0% | -1.3% | -35.8% | -37.4% |
| 6M | -37.7% | +1.9% | -39.6% | -39.6% |
| YTD | -51.4% | +18.2% | -69.5% | -57.5% |
| 1Y | -23.4% | +24.7% | -48.0% | -34.7% |
| 3Y | -30.8% | +150.7% | -181.5% | -57.5% |
| All | -55.4% | +109.1% | -164.6% | -65.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling